+80.2%
AXON vs SPG
+83.3%
-3.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -19.7% | +3.1% | -22.8% | -21.1% |
| 30D | -25.7% | +16.4% | -42.1% | -31.5% |
| 3M | -48.8% | +7.1% | -55.8% | -50.6% |
| 6M | -22.0% | +16.1% | -38.1% | -28.0% |
| YTD | -45.9% | +30.4% | -76.4% | -53.5% |
| 1Y | -46.1% | +33.0% | -79.1% | -54.2% |
| 3Y | +40.9% | +134.6% | -93.7% | -16.5% |
| 5Y | +80.2% | +84.9% | -4.7% | +13.2% |
| All | +80.2% | +83.3% | -3.1% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling