+1,060.5%
AXON vs SPG
+116.4%
+944.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.1% | +4.2% |
| 7D | -25.6% | +2.7% | -28.4% | -26.4% |
| 30D | -23.9% | +16.6% | -40.4% | -28.0% |
| 3M | -50.4% | +8.1% | -58.5% | -51.8% |
| 6M | -20.0% | +19.3% | -39.4% | -25.0% |
| YTD | -44.5% | +31.1% | -75.5% | -49.9% |
| 1Y | -44.9% | +32.8% | -77.6% | -50.5% |
| 3Y | +44.7% | +135.8% | -91.1% | +5.3% |
| 5Y | +86.7% | +85.1% | +1.6% | +45.2% |
| 10Y | +1,060.5% | +115.9% | +944.5% | +653.5% |
| All | +1,060.5% | +116.4% | +944.1% | +653.5% |
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