-48.1%
AXON vs S
+38.4%
-86.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.0% | -11.2% | -6.3% |
| 7D | -28.7% | +1.6% | -30.3% | -29.2% |
| 30D | -28.3% | -10.5% | -17.8% | -25.4% |
| 3M | -46.9% | +9.9% | -56.8% | -50.1% |
| 6M | -24.9% | +41.8% | -66.6% | -37.9% |
| YTD | -46.6% | +56.8% | -103.4% | -58.9% |
| All | -48.1% | +38.4% | -86.5% | -59.7% |
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 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