+182.3%
AXON vs UL
+23.5%
+158.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | -14.2% | -1.3% | -12.8% | -13.9% |
| 30D | -15.4% | +0.5% | -15.9% | -15.5% |
| 3M | +0.5% | +17.6% | -17.1% | -1.9% |
| 6M | -9.5% | -5.4% | -4.1% | -8.9% |
| YTD | -9.2% | +0.7% | -9.9% | -10.2% |
| 1Y | -29.4% | -9.3% | -20.1% | -28.6% |
| 3Y | +139.4% | +24.5% | +114.9% | +116.4% |
| All | +182.3% | +23.5% | +158.8% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 5y: compounded portfolio wealth divided by compounded UL 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…
5y analysis · Full analysis span regression · 6 months rolling