-39.9%
AXON vs SM
+70.4%
-110.3%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -15.3% | +17.1% | -0.6% |
| 7D | +0.2% | -21.5% | +21.7% | -3.3% |
| 30D | +3.0% | -11.4% | +14.4% | +1.5% |
| 3M | -30.1% | +0.6% | -30.8% | -30.3% |
| 6M | +7.7% | +0.2% | +7.5% | +8.6% |
| YTD | -25.3% | +69.7% | -95.0% | -23.5% |
| 1Y | -39.9% | +71.6% | -111.5% | -39.3% |
| All | -39.9% | +70.4% | -110.3% | -39.3% |
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