+2,495.4%
AXON vs SYF
+306.8%
+2,188.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.4% | -17.7% | -18.0% |
| 7D | -26.8% | -2.1% | -24.7% | -26.2% |
| 30D | -22.9% | +2.5% | -25.4% | -23.5% |
| 3M | -40.1% | -6.3% | -33.8% | -38.7% |
| 6M | -18.9% | -1.5% | -17.4% | -18.8% |
| YTD | -44.9% | -10.5% | -34.4% | -43.1% |
| 1Y | -46.7% | +1.5% | -48.2% | -47.4% |
| 3Y | +44.3% | +163.3% | -118.9% | -1.6% |
| 5Y | +71.4% | +66.8% | +4.6% | +32.3% |
| 10Y | +1,324.0% | +228.5% | +1,095.5% | +637.6% |
| All | +2,495.4% | +306.8% | +2,188.6% | +1,038.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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