+1,028.0%
AXON vs SPY
+304.1%
+723.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | -27.4% | -0.6% | -26.8% | -26.8% |
| 30D | -28.5% | -3.7% | -24.8% | -25.2% |
| 3M | -49.3% | -2.7% | -46.5% | -47.5% |
| 6M | -25.0% | +2.2% | -27.2% | -26.5% |
| YTD | -46.7% | +10.8% | -57.6% | -52.3% |
| 1Y | -48.3% | +11.2% | -59.5% | -53.8% |
| 3Y | +38.8% | +76.5% | -37.7% | -26.8% |
| 5Y | +77.7% | +72.9% | +4.8% | -2.6% |
| 10Y | +1,028.0% | +304.8% | +723.2% | +221.7% |
| All | +1,028.0% | +304.1% | +723.9% | +221.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling