+38.8%
AXON vs SAN
+258.0%
-219.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -27.4% | +10.8% | -38.1% | -29.6% |
| 30D | -28.5% | -5.7% | -22.7% | -27.3% |
| 3M | -49.3% | -13.4% | -35.8% | -47.2% |
| 6M | -25.0% | +3.5% | -28.6% | -26.1% |
| YTD | -46.7% | +9.7% | -56.5% | -48.7% |
| 1Y | -48.3% | +20.9% | -69.1% | -51.5% |
| 3Y | +38.8% | +254.3% | -215.5% | +8.6% |
| All | +38.8% | +258.0% | -219.2% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling