+1,846.0%
AXON vs SPYG
+412.5%
+1,433.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.7% |
| 7D | -3.3% | +0.3% | -3.7% | -3.6% |
| 30D | -17.8% | -1.7% | -16.1% | -16.3% |
| 3M | +8.3% | +3.6% | +4.6% | +4.3% |
| 6M | -12.4% | +16.6% | -28.9% | -25.4% |
| YTD | -13.7% | +13.4% | -27.1% | -24.2% |
| 1Y | -33.1% | +19.6% | -52.6% | -44.4% |
| 3Y | +128.2% | +99.8% | +28.5% | +9.5% |
| 5Y | +170.5% | +85.0% | +85.5% | +42.5% |
| 10Y | +1,846.0% | +422.1% | +1,423.9% | +313.4% |
| All | +1,846.0% | +412.5% | +1,433.5% | +313.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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