+1,787.9%
AXON vs SNY
+64.5%
+1,723.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -7.0% | -3.3% | -3.7% | -6.3% |
| 30D | -20.1% | -2.2% | -17.9% | -19.6% |
| 3M | +7.4% | -3.0% | +10.5% | +8.2% |
| 6M | -7.4% | +2.7% | -10.1% | -8.1% |
| YTD | -15.6% | -6.8% | -8.8% | -14.3% |
| 1Y | -36.2% | -5.3% | -30.9% | -35.6% |
| 3Y | +124.8% | -9.8% | +134.6% | +124.0% |
| 5Y | +166.6% | +9.7% | +156.9% | +143.1% |
| All | +1,787.9% | +64.5% | +1,723.4% | +1,399.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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