+1,304.8%
AXON vs SAN
+236.7%
+1,068.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.2% | -15.9% | -17.5% |
| 7D | -26.8% | +4.9% | -31.7% | -27.8% |
| 30D | -22.9% | -13.0% | -9.9% | -19.5% |
| 3M | -40.1% | -18.9% | -21.2% | -36.2% |
| 6M | -18.9% | -4.1% | -14.7% | -18.2% |
| YTD | -44.9% | +2.6% | -47.5% | -45.9% |
| 1Y | -46.7% | +16.9% | -63.6% | -49.8% |
| 3Y | +44.3% | +239.1% | -194.7% | -4.1% |
| 5Y | +71.4% | +266.8% | -195.5% | +7.6% |
| All | +1,304.8% | +236.7% | +1,068.1% | +789.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling