-46.7%
AXON vs S
+31.6%
-78.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.6% | -19.8% | -18.9% |
| 7D | -26.8% | -13.4% | -13.4% | -22.5% |
| 30D | -22.9% | -14.0% | -8.9% | -18.4% |
| 3M | -40.1% | +4.9% | -45.0% | -42.5% |
| 6M | -18.9% | +42.0% | -60.9% | -33.0% |
| YTD | -44.9% | +45.1% | -90.0% | -56.1% |
| 1Y | -46.7% | +33.1% | -79.8% | -57.3% |
| All | -46.7% | +31.6% | -78.3% | -57.3% |
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