-48.3%
AXON vs SM
+64.7%
-113.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | 0.0% |
| 7D | -27.4% | -19.5% | -7.9% | -29.9% |
| 30D | -28.5% | -20.2% | -8.2% | -30.9% |
| 3M | -49.3% | -6.5% | -42.8% | -49.7% |
| 6M | -25.0% | +1.6% | -26.6% | -23.8% |
| YTD | -46.7% | +61.2% | -108.0% | -42.9% |
| 1Y | -48.3% | +65.4% | -113.6% | -44.4% |
| All | -48.3% | +64.7% | -113.0% | -44.4% |
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