+77.7%
AXON vs SNAP
-90.7%
+168.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -27.4% | -10.6% | -16.8% | -25.8% |
| 30D | -28.5% | -19.7% | -8.7% | -25.7% |
| 3M | -49.3% | -6.5% | -42.7% | -48.8% |
| 6M | -25.0% | -17.8% | -7.3% | -23.0% |
| YTD | -46.7% | -38.0% | -8.7% | -43.2% |
| 1Y | -48.3% | -42.5% | -5.8% | -44.3% |
| 3Y | +38.8% | -55.8% | +94.6% | +44.1% |
| 5Y | +77.7% | -90.5% | +168.2% | +121.5% |
| All | +77.7% | -90.7% | +168.4% | +121.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling