+1,168.0%
AXON vs SPMO
+504.7%
+663.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -19.7% | +9.8% | -29.5% | -26.3% |
| 30D | -25.7% | -9.2% | -16.5% | -19.8% |
| 3M | -48.8% | -11.0% | -37.8% | -44.0% |
| 6M | -22.0% | -6.6% | -15.3% | -20.8% |
| YTD | -45.9% | +13.3% | -59.3% | -54.8% |
| 1Y | -46.1% | +12.7% | -58.7% | -54.6% |
| 3Y | +40.9% | +127.5% | -86.6% | -39.7% |
| 5Y | +80.2% | +117.4% | -37.1% | -18.9% |
| 10Y | +1,029.9% | +469.5% | +560.4% | +189.2% |
| All | +1,168.0% | +504.7% | +663.3% | +194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling