-33.1%
AXON vs SPYG
+20.0%
-53.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.6% |
| 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% | +4.4% |
| 6M | -12.4% | +16.6% | -28.9% | -26.0% |
| YTD | -13.7% | +13.4% | -27.1% | -24.5% |
| 1Y | -33.1% | +19.6% | -52.6% | -45.2% |
| All | -33.1% | +20.0% | -53.0% | -45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling