+77.2%
AXON vs UL
+31.0%
+46.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.5% | -15.7% | -17.7% |
| 7D | -26.8% | +1.1% | -28.0% | -26.9% |
| 30D | -22.9% | +8.2% | -31.1% | -24.0% |
| 3M | -40.1% | +4.5% | -44.6% | -40.5% |
| 6M | -18.9% | +12.6% | -31.4% | -20.3% |
| YTD | -44.9% | +3.5% | -48.4% | -45.7% |
| 1Y | -46.7% | -0.4% | -46.3% | -47.1% |
| 3Y | +44.3% | +36.0% | +8.3% | +27.1% |
| All | +77.2% | +31.0% | +46.2% | +53.2% |
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