+191.7%
AXON vs S
-56.8%
+248.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.6% | -4.3% |
| 7D | -14.2% | -7.7% | -6.5% | -12.2% |
| 30D | -15.4% | -5.3% | -10.1% | -14.2% |
| 3M | +0.5% | +20.3% | -19.8% | -4.7% |
| 6M | -9.5% | +47.4% | -56.9% | -19.1% |
| YTD | -9.2% | +32.5% | -41.7% | -16.7% |
| 1Y | -29.4% | +9.5% | -38.9% | -32.3% |
| 3Y | +139.4% | +15.5% | +123.9% | +115.2% |
| 5Y | +178.9% | -71.2% | +250.1% | +221.1% |
| All | +191.7% | -56.8% | +248.5% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling