+321.2%
AXON vs SITM
+3,415.8%
-3,094.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +9.6% | -12.8% | -4.9% |
| 7D | -28.7% | +9.4% | -38.1% | -30.7% |
| 30D | -28.3% | -25.4% | -2.9% | -25.4% |
| 3M | -46.9% | -37.0% | -9.9% | -43.6% |
| 6M | -24.9% | -45.1% | +20.3% | -20.5% |
| YTD | -46.6% | +29.4% | -76.0% | -54.6% |
| 1Y | -49.7% | +39.8% | -89.5% | -58.1% |
| 3Y | +40.6% | +328.2% | -287.7% | -19.8% |
| 5Y | +71.9% | +87.4% | -15.5% | +8.3% |
| All | +321.2% | +3,415.8% | -3,094.6% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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