+1,016.4%
AXON vs ROST
+310.3%
+706.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -1.0% | -2.0% |
| 7D | -19.7% | +0.9% | -20.6% | -19.9% |
| 30D | -25.7% | +5.1% | -30.8% | -27.1% |
| 3M | -48.8% | -4.3% | -44.5% | -47.9% |
| 6M | -22.0% | +9.4% | -31.4% | -25.4% |
| YTD | -45.9% | +32.5% | -78.4% | -52.3% |
| 1Y | -46.1% | +46.9% | -93.0% | -54.5% |
| 3Y | +40.9% | +98.1% | -57.2% | +2.7% |
| 5Y | +80.2% | +116.9% | -36.7% | +22.4% |
| All | +1,016.4% | +310.3% | +706.1% | +457.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling