+487.7%
AXON vs RVMD
+644.5%
-156.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | -14.2% | +1.0% | -15.2% | -14.3% |
| 30D | -15.4% | +6.4% | -21.8% | -16.4% |
| 3M | +0.5% | +34.9% | -34.4% | -5.3% |
| 6M | -9.5% | +107.6% | -117.1% | -22.7% |
| YTD | -9.2% | +163.7% | -172.9% | -27.0% |
| 1Y | -29.4% | +439.2% | -468.6% | -51.4% |
| 3Y | +139.4% | +499.2% | -359.8% | +53.1% |
| 5Y | +178.9% | +621.7% | -442.8% | +56.5% |
| All | +487.7% | +644.5% | -156.8% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling