+166.3%
AXON vs SPMO
+145.0%
+21.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -0.8% |
| 7D | -11.0% | +0.1% | -11.1% | -11.1% |
| 30D | -24.7% | -0.7% | -24.1% | -24.5% |
| 3M | +7.0% | +2.8% | +4.1% | +1.2% |
| 6M | -9.6% | +24.4% | -34.1% | -30.8% |
| YTD | -15.7% | +24.2% | -39.9% | -35.1% |
| 1Y | -35.9% | +24.5% | -60.4% | -50.8% |
| 3Y | +123.0% | +155.6% | -32.6% | -19.2% |
| 5Y | +166.3% | +148.2% | +18.1% | +0.1% |
| All | +166.3% | +145.0% | +21.3% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling