+245.5%
AXON vs RVMD
+609.5%
-364.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.1% | -7.2% | -3.9% |
| 7D | -28.7% | +6.4% | -35.1% | -29.8% |
| 30D | -28.3% | +5.5% | -33.8% | -29.3% |
| 3M | -46.9% | -2.4% | -44.5% | -47.1% |
| 6M | -24.9% | +41.1% | -66.0% | -30.4% |
| YTD | -46.6% | +151.3% | -197.9% | -57.0% |
| 1Y | -49.7% | +228.1% | -277.7% | -61.7% |
| 3Y | +40.6% | +899.8% | -859.2% | -17.5% |
| 5Y | +71.9% | +514.0% | -442.1% | -0.3% |
| All | +245.5% | +609.5% | -364.0% | +63.3% |
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