+83,065.2%
AXON vs SAN
+396.4%
+82,668.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.5% | -9.3% | -9.6% |
| 7D | -12.7% | +3.5% | -16.1% | -13.9% |
| 30D | -8.6% | -13.2% | +4.6% | -3.6% |
| 3M | -37.2% | -16.9% | -20.3% | -32.8% |
| 6M | +0.5% | +2.3% | -1.8% | -1.4% |
| YTD | -32.6% | +4.9% | -37.6% | -35.1% |
| 1Y | -40.2% | +20.4% | -60.6% | -45.5% |
| 3Y | +76.1% | +243.2% | -167.1% | +2.9% |
| 5Y | +109.5% | +275.3% | -165.8% | +13.6% |
| 10Y | +1,640.5% | +254.0% | +1,386.5% | +761.9% |
| All | +83,065.2% | +396.4% | +82,668.8% | +29,051.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling