+1,180.9%
AXON vs SPG
+117.3%
+1,063.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.1% | -3.8% |
| 7D | -28.7% | +5.1% | -33.8% | -30.0% |
| 30D | -28.3% | +16.8% | -45.2% | -32.2% |
| 3M | -46.9% | +5.7% | -52.6% | -48.0% |
| 6M | -24.9% | +17.8% | -42.7% | -29.2% |
| YTD | -46.6% | +30.1% | -76.7% | -51.7% |
| 1Y | -49.7% | +32.8% | -82.5% | -54.8% |
| 3Y | +40.6% | +137.2% | -96.7% | +2.0% |
| 5Y | +71.9% | +81.5% | -9.6% | +34.5% |
| 10Y | +1,180.9% | +116.5% | +1,064.3% | +736.6% |
| All | +1,180.9% | +117.3% | +1,063.6% | +736.6% |
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