+86.7%
AXON vs SAN
+300.6%
-213.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | -25.6% | +3.4% | -29.0% | -26.4% |
| 30D | -23.9% | -6.3% | -17.6% | -22.4% |
| 3M | -50.4% | -14.1% | -36.3% | -48.1% |
| 6M | -20.0% | +4.2% | -24.2% | -21.6% |
| YTD | -44.5% | +9.0% | -53.5% | -46.7% |
| 1Y | -44.9% | +18.8% | -63.6% | -48.5% |
| 3Y | +44.7% | +252.0% | -207.3% | -6.3% |
| 5Y | +86.7% | +299.5% | -212.8% | +1.2% |
| All | +86.7% | +300.6% | -213.9% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling