+40.6%
AXON vs SPMO
+122.4%
-81.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.4% | -7.5% | -5.9% |
| 7D | -28.7% | -1.9% | -26.8% | -27.9% |
| 30D | -28.3% | -14.1% | -14.2% | -21.2% |
| 3M | -46.9% | -13.1% | -33.8% | -42.3% |
| 6M | -24.9% | -9.4% | -15.5% | -23.3% |
| YTD | -46.6% | +9.5% | -56.1% | -54.9% |
| 1Y | -49.7% | +10.5% | -60.2% | -57.8% |
| 3Y | +40.6% | +124.4% | -83.8% | -31.3% |
| All | +40.6% | +122.4% | -81.8% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling