+182.3%
AXON vs SAN
+381.6%
-199.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.9% |
| 7D | -14.2% | +1.8% | -15.9% | -14.6% |
| 30D | -15.4% | +2.0% | -17.4% | -15.9% |
| 3M | +0.5% | +19.7% | -19.2% | -5.2% |
| 6M | -9.5% | +30.6% | -40.1% | -17.2% |
| YTD | -9.2% | +28.8% | -38.1% | -16.9% |
| 1Y | -29.4% | +57.8% | -87.1% | -39.5% |
| 3Y | +139.4% | +338.1% | -198.7% | +47.6% |
| All | +182.3% | +381.6% | -199.3% | +54.5% |
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