+77.2%
AXON vs S
-67.4%
+144.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.6% | -19.8% | -18.7% |
| 7D | -26.8% | -13.4% | -13.4% | -23.8% |
| 30D | -22.9% | -14.0% | -8.9% | -19.7% |
| 3M | -40.1% | +4.9% | -45.0% | -41.6% |
| 6M | -18.9% | +42.0% | -60.9% | -27.7% |
| YTD | -44.9% | +45.1% | -90.0% | -51.3% |
| 1Y | -46.7% | +33.1% | -79.8% | -52.0% |
| 3Y | +44.3% | +40.6% | +3.7% | +21.3% |
| All | +77.2% | -67.4% | +144.6% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling