+1,273.2%
AXON vs SNAP
-77.7%
+1,350.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.8% | -2.5% | +3.0% |
| 7D | -25.6% | -9.8% | -15.8% | -24.1% |
| 30D | -23.9% | -18.2% | -5.7% | -21.0% |
| 3M | -50.4% | -3.1% | -47.3% | -50.3% |
| 6M | -20.0% | -7.1% | -12.9% | -19.4% |
| YTD | -44.5% | -33.8% | -10.6% | -41.0% |
| 1Y | -44.9% | -39.0% | -5.8% | -40.6% |
| 3Y | +44.7% | -52.8% | +97.6% | +50.0% |
| 5Y | +86.7% | -90.0% | +176.7% | +130.8% |
| All | +1,273.2% | -77.7% | +1,350.9% | +1,060.9% |
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