+40.6%
AXON vs SNAP
-55.0%
+95.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -5.0% | -3.5% |
| 7D | -28.7% | -7.3% | -21.4% | -27.7% |
| 30D | -28.3% | -18.9% | -9.4% | -25.7% |
| 3M | -46.9% | -5.3% | -41.7% | -46.5% |
| 6M | -24.9% | -16.9% | -7.9% | -23.2% |
| YTD | -46.6% | -37.4% | -9.2% | -44.4% |
| 1Y | -49.7% | -38.5% | -11.2% | -47.5% |
| 3Y | +40.6% | -55.1% | +95.6% | +39.7% |
| All | +40.6% | -55.0% | +95.5% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling