-31.8%
AXON vs S
+4.5%
-36.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.9% |
| 7D | -2.5% | -5.8% | +3.3% | +0.3% |
| 30D | -11.5% | -9.2% | -2.3% | -8.0% |
| 3M | +7.3% | +23.4% | -16.1% | -3.3% |
| 6M | -11.9% | +36.9% | -48.9% | -25.5% |
| YTD | -11.0% | +29.5% | -40.5% | -23.9% |
| 1Y | -31.8% | +5.4% | -37.2% | -38.1% |
| All | -31.8% | +4.5% | -36.2% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling