+88.4%
AXON vs SPG
+84.0%
+4.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.9% |
| 7D | +0.8% | +2.0% | -1.2% | -0.3% |
| 30D | -22.8% | +17.2% | -40.0% | -29.0% |
| 3M | -48.8% | +6.3% | -55.1% | -50.4% |
| 6M | -16.3% | +18.7% | -35.0% | -23.7% |
| YTD | -44.5% | +30.1% | -74.5% | -52.2% |
| 1Y | -43.4% | +32.8% | -76.2% | -51.9% |
| 3Y | +44.3% | +133.6% | -89.3% | -14.4% |
| All | +88.4% | +84.0% | +4.4% | +19.3% |
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 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