-31.8%
AXON vs ROST
+53.6%
-85.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | -11.5% | -10.0% | -1.5% | -11.2% |
| 3M | +7.3% | +1.2% | +6.1% | +7.4% |
| 6M | -11.9% | +8.9% | -20.9% | -13.4% |
| YTD | -11.0% | +28.1% | -39.1% | -14.4% |
| 1Y | -31.8% | +53.0% | -84.7% | -34.2% |
| All | -31.8% | +53.6% | -85.4% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling