-44.9%
AXON vs SPMO
+13.0%
-57.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -19.7% | +9.8% | -29.5% | -21.6% |
| 30D | -25.7% | -9.2% | -16.5% | -24.0% |
| 3M | -48.8% | -11.0% | -37.8% | -47.5% |
| 6M | -22.0% | -6.6% | -15.3% | -23.3% |
| YTD | -45.9% | +13.3% | -59.3% | -55.8% |
| All | -44.9% | +13.0% | -57.9% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling