-39.9%
AXON vs SPG
+34.3%
-74.2%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.1% |
| 7D | +0.2% | +8.2% | -7.9% | -1.7% |
| 30D | +3.0% | +13.5% | -10.5% | -0.2% |
| 3M | -30.1% | +2.2% | -32.4% | -31.1% |
| 6M | +7.7% | +15.9% | -8.1% | +6.4% |
| YTD | -25.3% | +27.6% | -52.9% | -27.2% |
| 1Y | -39.9% | +30.9% | -70.9% | -43.1% |
| All | -39.9% | +34.3% | -74.2% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling