+86.7%
AXON vs SM
-0.4%
+87.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -50.7% |
| 6M | -20.0% | +2.9% | -22.9% | -21.5% |
| YTD | -44.5% | +70.2% | -114.7% | -49.9% |
| 1Y | -44.9% | +66.5% | -111.4% | -50.2% |
| 3Y | +44.7% | -8.2% | +52.9% | +38.3% |
| 5Y | +86.7% | -1.5% | +88.2% | +68.4% |
| All | +86.7% | -0.4% | +87.1% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling