+1,273.2%
AXON vs SNAP
-78.1%
+1,351.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.6% |
| 7D | +0.8% | +6.0% | -5.3% | -0.3% |
| 30D | -22.8% | -13.8% | -9.0% | -20.6% |
| 3M | -48.8% | -0.8% | -48.0% | -48.9% |
| 6M | -16.3% | -6.2% | -10.1% | -15.7% |
| YTD | -44.5% | -34.8% | -9.6% | -40.8% |
| 1Y | -43.4% | -38.7% | -4.7% | -39.1% |
| 3Y | +44.3% | -53.5% | +97.7% | +49.9% |
| 5Y | +85.1% | -90.2% | +175.3% | +129.9% |
| All | +1,273.2% | -78.1% | +1,351.3% | +1,064.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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