+1,046.6%
AXON vs SAN
+270.1%
+776.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.5% |
| 7D | +0.8% | +4.0% | -3.2% | -0.6% |
| 30D | -22.8% | -7.8% | -14.9% | -20.9% |
| 3M | -48.8% | -16.4% | -32.4% | -46.0% |
| 6M | -16.3% | +3.5% | -19.8% | -17.7% |
| YTD | -44.5% | +6.7% | -51.1% | -46.2% |
| 1Y | -43.4% | +14.5% | -57.9% | -46.4% |
| 3Y | +44.3% | +243.5% | -199.3% | -4.8% |
| 5Y | +85.1% | +296.2% | -211.1% | +13.2% |
| All | +1,046.6% | +270.1% | +776.5% | +605.9% |
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