+44.3%
AXON vs ROST
+94.3%
-50.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.1% | +3.3% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | -22.8% | +0.5% | -23.2% | -22.7% |
| 3M | -48.8% | -5.2% | -43.5% | -48.1% |
| 6M | -16.3% | +9.8% | -26.1% | -18.6% |
| YTD | -44.5% | +29.4% | -73.8% | -48.4% |
| 1Y | -43.4% | +44.4% | -87.8% | -49.0% |
| 3Y | +44.3% | +95.0% | -50.7% | +18.6% |
| All | +44.3% | +94.3% | -50.0% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling