+112,002.2%
AXON vs ROST
+9,869.5%
+102,132.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | -14.2% | +0.9% | -15.1% | -14.5% |
| 30D | -15.4% | -8.9% | -6.5% | -12.2% |
| 3M | +0.5% | -0.8% | +1.3% | +0.3% |
| 6M | -9.5% | +8.5% | -18.0% | -13.4% |
| YTD | -9.2% | +28.6% | -37.8% | -19.3% |
| 1Y | -29.4% | +52.3% | -81.7% | -41.8% |
| 3Y | +139.4% | +94.8% | +44.6% | +74.8% |
| 5Y | +178.9% | +110.8% | +68.1% | +90.8% |
| 10Y | +1,840.8% | +304.5% | +1,536.3% | +837.3% |
| All | +112,002.2% | +9,869.5% | +102,132.7% | +18,221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling