-20.0%
AXON vs SPMO
-6.9%
-13.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +3.9% |
| 7D | -25.6% | +1.8% | -27.5% | -25.3% |
| 30D | -23.9% | -10.0% | -13.9% | -23.4% |
| 3M | -50.4% | -9.4% | -41.1% | -50.1% |
| 6M | -20.0% | -7.7% | -12.3% | -21.4% |
| All | -20.0% | -6.9% | -13.1% | -21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling