+65,808.7%
AXON vs SPYG
+901.2%
+64,907.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.8% | -6.0% |
| 7D | -28.7% | 0.0% | -28.7% | -28.8% |
| 30D | -28.3% | -8.4% | -19.9% | -21.6% |
| 3M | -46.9% | -6.2% | -40.7% | -43.4% |
| 6M | -24.9% | -1.8% | -23.1% | -23.8% |
| YTD | -46.6% | +8.4% | -55.0% | -51.2% |
| 1Y | -49.7% | +10.1% | -59.7% | -54.8% |
| 3Y | +40.6% | +94.9% | -54.4% | -32.4% |
| 5Y | +71.9% | +68.5% | +3.4% | -2.4% |
| 10Y | +1,180.9% | +392.2% | +788.6% | +130.6% |
| All | +65,808.7% | +901.2% | +64,907.5% | +4,916.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling