+112,002.2%
AXON vs SPYG
+956.4%
+111,045.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.0% | -4.0% |
| 7D | -14.2% | +0.4% | -14.5% | -14.4% |
| 30D | -15.4% | -0.4% | -14.9% | -14.8% |
| 3M | +0.5% | +0.5% | -0.1% | -0.1% |
| 6M | -9.5% | +17.5% | -27.0% | -24.0% |
| YTD | -9.2% | +14.3% | -23.6% | -21.2% |
| 1Y | -29.4% | +21.7% | -51.1% | -42.7% |
| 3Y | +139.4% | +98.6% | +40.8% | +13.8% |
| 5Y | +178.9% | +85.1% | +93.8% | +43.8% |
| 10Y | +1,840.8% | +412.0% | +1,428.8% | +237.3% |
| All | +112,002.2% | +956.4% | +111,045.8% | +8,001.7% |
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