-48.1%
AXON vs SAN
+21.7%
-69.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.1% | -9.3% | -5.2% |
| 7D | -28.7% | +8.7% | -37.5% | -30.6% |
| 30D | -28.3% | -6.5% | -21.8% | -26.8% |
| 3M | -46.9% | -14.2% | -32.7% | -44.2% |
| 6M | -24.9% | +2.7% | -27.6% | -26.0% |
| YTD | -46.6% | +8.9% | -55.5% | -48.4% |
| All | -48.1% | +21.7% | -69.9% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling