+176.9%
AXON vs RSG
+91.5%
+85.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -2.5% | -0.7% | -1.7% | -2.1% |
| 30D | -11.5% | +3.3% | -14.8% | -12.8% |
| 3M | +7.3% | +8.5% | -1.2% | +2.9% |
| 6M | -11.9% | -3.5% | -8.4% | -10.6% |
| YTD | -11.0% | +5.5% | -16.5% | -14.0% |
| 1Y | -31.8% | -1.7% | -30.0% | -31.6% |
| 3Y | +135.4% | +56.9% | +78.5% | +82.5% |
| 5Y | +176.9% | +89.4% | +87.5% | +88.6% |
| All | +176.9% | +91.5% | +85.3% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling