+38.8%
AXON vs RSG
+63.4%
-24.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.4% |
| 7D | -27.4% | +2.0% | -29.3% | -27.9% |
| 30D | -28.5% | +14.2% | -42.6% | -32.5% |
| 3M | -49.3% | +15.8% | -65.0% | -52.4% |
| 6M | -25.0% | +24.6% | -49.6% | -32.2% |
| YTD | -46.7% | +18.2% | -65.0% | -50.9% |
| 1Y | -48.3% | +22.8% | -71.0% | -53.5% |
| 3Y | +38.8% | +62.4% | -23.6% | +3.6% |
| All | +38.8% | +63.4% | -24.6% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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