+1,874.2%
AXON vs SPG
+59.6%
+1,814.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.8% |
| 7D | -14.2% | -2.4% | -11.8% | -13.4% |
| 30D | -15.4% | -6.8% | -8.6% | -13.2% |
| 3M | +0.5% | +2.7% | -2.2% | -0.5% |
| 6M | -9.5% | +5.5% | -15.0% | -11.4% |
| YTD | -9.2% | +15.7% | -24.9% | -14.3% |
| 1Y | -29.4% | +20.9% | -50.2% | -34.5% |
| 3Y | +139.4% | +112.4% | +27.0% | +80.4% |
| 5Y | +178.9% | +101.4% | +77.6% | +112.0% |
| All | +1,874.2% | +59.6% | +1,814.6% | +1,706.3% |
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