+1,262.6%
AXON vs SNAP
-79.3%
+1,342.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.6% | -15.6% | -17.7% |
| 7D | -26.8% | -7.1% | -19.7% | -25.7% |
| 30D | -22.9% | -14.6% | -8.3% | -20.6% |
| 3M | -40.1% | -5.0% | -35.1% | -39.7% |
| 6M | -18.9% | -18.8% | -0.1% | -16.2% |
| YTD | -44.9% | -38.5% | -6.3% | -40.6% |
| 1Y | -46.7% | -38.1% | -8.6% | -42.7% |
| 3Y | +44.3% | -53.8% | +98.1% | +50.2% |
| 5Y | +71.4% | -90.7% | +162.0% | +114.7% |
| All | +1,262.6% | -79.3% | +1,342.0% | +1,068.3% |
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