+105.8%
AXON vs SN
+639.7%
-534.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.0% | -8.8% | -9.5% |
| 7D | -12.7% | +3.8% | -16.5% | -13.6% |
| 30D | -8.6% | +17.5% | -26.2% | -12.6% |
| 3M | -37.2% | +19.2% | -56.5% | -40.1% |
| 6M | +0.5% | +84.9% | -84.4% | -14.5% |
| YTD | -32.6% | +94.0% | -126.7% | -43.6% |
| 1Y | -40.2% | +151.3% | -191.5% | -53.1% |
| 3Y | +76.1% | +387.1% | -311.0% | +28.8% |
| All | +105.8% | +639.7% | -534.0% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 all: compounded portfolio wealth divided by compounded SN 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…
all analysis · Full analysis span regression · 6 months rolling