+76.4%
AXON vs SNAP
-52.6%
+129.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -14.0% | +4.2% | -7.4% |
| 7D | -12.7% | -10.4% | -2.3% | -11.0% |
| 30D | -8.6% | -11.9% | +3.3% | -6.7% |
| 3M | -37.2% | -4.5% | -32.7% | -36.8% |
| 6M | +0.5% | -16.7% | +17.2% | +2.5% |
| YTD | -32.6% | -36.9% | +4.3% | -29.9% |
| 1Y | -40.2% | -30.3% | -9.9% | -38.4% |
| All | +76.4% | -52.6% | +129.0% | +62.2% |
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