-29.4%
AXON vs SM
+36.8%
-66.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.1% | -4.5% |
| 7D | -14.2% | -0.5% | -13.7% | -14.2% |
| 30D | -15.4% | +25.6% | -41.0% | -13.3% |
| 3M | +0.5% | +8.0% | -7.6% | +2.2% |
| 6M | -9.5% | +50.8% | -60.3% | -6.0% |
| YTD | -9.2% | +97.9% | -107.1% | -5.0% |
| 1Y | -29.4% | +33.8% | -63.2% | -29.5% |
| All | -29.4% | +36.8% | -66.1% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling