+71.5%
AXON vs S
-48.9%
+120.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.0% | -11.2% | -5.4% |
| 7D | -28.7% | +1.6% | -30.3% | -29.1% |
| 30D | -28.3% | -10.5% | -17.8% | -26.4% |
| 3M | -46.9% | +9.9% | -56.8% | -49.0% |
| 6M | -24.9% | +41.8% | -66.6% | -32.8% |
| YTD | -46.6% | +56.8% | -103.4% | -53.7% |
| 1Y | -49.7% | +39.0% | -88.7% | -55.2% |
| 3Y | +40.6% | +53.8% | -13.3% | +16.0% |
| 5Y | +71.9% | -68.6% | +140.5% | +92.6% |
| All | +71.5% | -48.9% | +120.4% | +73.7% |
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