+21.1%
AXON vs SARO
-21.9%
+43.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.0% | -2.5% |
| 7D | -3.3% | +0.6% | -4.0% | -3.6% |
| 30D | -17.8% | -14.5% | -3.3% | -11.0% |
| 3M | +8.3% | -5.3% | +13.6% | +12.1% |
| 6M | -12.4% | -15.3% | +2.9% | -5.1% |
| YTD | -13.7% | -15.6% | +1.8% | -6.5% |
| 1Y | -33.1% | -9.1% | -24.0% | -30.3% |
| All | +21.1% | -21.9% | +43.0% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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