+2,145.0%
AXON vs SNAP
-77.2%
+2,222.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.0% | -0.1% | -3.4% |
| 7D | -14.2% | +0.7% | -14.9% | -14.3% |
| 30D | -15.4% | +2.6% | -18.0% | -15.8% |
| 3M | +0.5% | -9.9% | +10.4% | +2.1% |
| 6M | -9.5% | +1.9% | -11.4% | -10.6% |
| YTD | -9.2% | -32.2% | +23.0% | -3.8% |
| 1Y | -29.4% | -22.8% | -6.5% | -27.3% |
| 3Y | +139.4% | -47.6% | +187.0% | +143.0% |
| 5Y | +178.9% | -92.7% | +271.6% | +264.2% |
| All | +2,145.0% | -77.2% | +2,222.2% | +1,793.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling