+1,060.5%
AXON vs SM
+10.6%
+1,049.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.6% | -1.3% | +3.7% |
| 7D | -25.6% | +0.3% | -26.0% | -25.6% |
| 30D | -23.9% | -17.3% | -6.6% | -22.7% |
| 3M | -50.4% | -3.6% | -46.8% | -50.6% |
| 6M | -20.0% | +2.9% | -22.9% | -21.1% |
| YTD | -44.5% | +70.2% | -114.7% | -48.5% |
| 1Y | -44.9% | +66.5% | -111.4% | -48.8% |
| 3Y | +44.7% | -8.2% | +52.9% | +40.4% |
| 5Y | +86.7% | -1.5% | +88.2% | +75.1% |
| 10Y | +1,060.5% | +11.9% | +1,048.6% | +683.2% |
| All | +1,060.5% | +10.6% | +1,049.9% | +683.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling