+1,304.8%
AXON vs SPG
+109.7%
+1,195.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.8% | -19.0% | -18.5% |
| 7D | -26.8% | +4.9% | -31.7% | -28.1% |
| 30D | -22.9% | +15.6% | -38.5% | -26.8% |
| 3M | -40.1% | +4.1% | -44.2% | -41.0% |
| 6M | -18.9% | +13.6% | -32.5% | -22.6% |
| YTD | -44.9% | +27.5% | -72.4% | -49.7% |
| 1Y | -46.7% | +32.2% | -78.9% | -52.0% |
| 3Y | +44.3% | +126.0% | -81.7% | +6.7% |
| 5Y | +71.4% | +74.7% | -3.4% | +35.9% |
| All | +1,304.8% | +109.7% | +1,195.1% | +831.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling