+71.1%
AXON vs S
-49.1%
+120.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -27.4% | +1.4% | -28.8% | -27.8% |
| 30D | -28.5% | -10.8% | -17.6% | -26.4% |
| 3M | -49.3% | +5.4% | -54.7% | -50.7% |
| 6M | -25.0% | +41.2% | -66.3% | -32.9% |
| YTD | -46.7% | +56.2% | -102.9% | -53.8% |
| 1Y | -48.3% | +36.3% | -84.6% | -53.7% |
| 3Y | +38.8% | +49.4% | -10.6% | +15.4% |
| 5Y | +77.7% | -66.9% | +144.6% | +97.3% |
| All | +71.1% | -49.1% | +120.2% | +73.5% |
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