+78.4%
AXON vs S
-48.3%
+126.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.8% |
| 7D | -25.6% | +1.2% | -26.9% | -26.0% |
| 30D | -23.9% | -7.3% | -16.6% | -22.6% |
| 3M | -50.4% | +5.9% | -56.3% | -51.8% |
| 6M | -20.0% | +45.6% | -65.6% | -29.0% |
| YTD | -44.5% | +58.5% | -103.0% | -52.0% |
| 1Y | -44.9% | +37.6% | -82.5% | -50.8% |
| 3Y | +44.7% | +51.7% | -6.9% | +19.8% |
| 5Y | +86.7% | -67.5% | +154.2% | +107.7% |
| All | +78.4% | -48.3% | +126.7% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling