+112,002.2%
AXON vs SCCO
+28,478.4%
+83,523.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | -14.2% | -5.3% | -8.9% | -12.4% |
| 30D | -15.4% | +2.7% | -18.1% | -16.3% |
| 3M | +0.5% | +4.2% | -3.7% | -2.6% |
| 6M | -9.5% | -0.6% | -8.9% | -12.1% |
| YTD | -9.2% | +45.0% | -54.2% | -24.7% |
| 1Y | -29.4% | +109.3% | -138.7% | -49.9% |
| 3Y | +139.4% | +180.8% | -41.4% | +42.3% |
| 5Y | +178.9% | +314.3% | -135.4% | +35.6% |
| 10Y | +1,840.8% | +1,083.3% | +757.5% | +467.2% |
| All | +112,002.2% | +28,478.4% | +83,523.8% | +11,916.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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