+1,222.3%
AXON vs ROST
+313.9%
+908.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.8% | -16.4% | -17.5% |
| 7D | -26.8% | +1.2% | -28.1% | -27.0% |
| 30D | -22.9% | +2.5% | -25.4% | -23.6% |
| 3M | -40.1% | -9.0% | -31.1% | -37.9% |
| 6M | -18.9% | +1.3% | -20.2% | -20.1% |
| YTD | -44.9% | +29.1% | -73.9% | -50.9% |
| 1Y | -46.7% | +45.4% | -92.1% | -54.9% |
| 3Y | +44.3% | +94.9% | -50.5% | +5.8% |
| 5Y | +71.4% | +104.0% | -32.6% | +19.3% |
| All | +1,222.3% | +313.9% | +908.4% | +568.6% |
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