+1,016.4%
AXON vs SPG
+114.5%
+901.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -19.7% | +3.1% | -22.8% | -20.7% |
| 30D | -25.7% | +16.4% | -42.1% | -29.7% |
| 3M | -48.8% | +7.1% | -55.8% | -50.0% |
| 6M | -22.0% | +16.1% | -38.1% | -26.1% |
| YTD | -45.9% | +30.4% | -76.4% | -51.1% |
| 1Y | -46.1% | +33.0% | -79.1% | -51.6% |
| 3Y | +40.9% | +134.6% | -93.7% | +2.7% |
| 5Y | +80.2% | +84.9% | -4.7% | +40.3% |
| All | +1,016.4% | +114.5% | +901.8% | +620.8% |
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