+1,304.8%
AXON vs SM
+8.2%
+1,296.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.0% | -19.2% | -18.3% |
| 7D | -26.8% | -25.9% | -0.9% | -24.9% |
| 30D | -22.9% | -15.1% | -7.8% | -21.9% |
| 3M | -40.1% | +4.9% | -45.0% | -40.7% |
| 6M | -18.9% | +6.1% | -25.0% | -20.3% |
| YTD | -44.9% | +63.4% | -108.3% | -48.7% |
| 1Y | -46.7% | +72.5% | -119.2% | -50.7% |
| 3Y | +44.3% | -16.9% | +61.2% | +41.3% |
| 5Y | +71.4% | -10.6% | +82.0% | +62.2% |
| All | +1,304.8% | +8.2% | +1,296.7% | +868.7% |
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