+170.5%
AXON vs RVMD
+591.3%
-420.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.1% |
| 7D | -3.3% | -0.7% | -2.6% | -3.2% |
| 30D | -17.8% | +0.3% | -18.2% | -17.9% |
| 3M | +8.3% | +38.9% | -30.6% | +2.3% |
| 6M | -12.4% | +108.1% | -120.5% | -23.8% |
| YTD | -13.7% | +160.7% | -174.5% | -28.8% |
| 1Y | -33.1% | +407.3% | -440.3% | -51.5% |
| 3Y | +128.2% | +546.6% | -418.4% | +51.0% |
| 5Y | +170.5% | +579.8% | -409.3% | +58.1% |
| All | +170.5% | +591.3% | -420.9% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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