+44.3%
AXON vs SAN
+235.5%
-191.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -19.6% |
| 3M | -40.1% | -18.9% | -21.2% | -36.3% |
| 6M | -18.9% | -4.1% | -14.7% | -18.1% |
| YTD | -44.9% | +2.6% | -47.5% | -45.7% |
| 1Y | -46.7% | +16.9% | -63.6% | -49.4% |
| 3Y | +44.3% | +239.1% | -194.7% | +13.6% |
| All | +44.3% | +235.5% | -191.2% | +13.6% |
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