+88.4%
AXON vs UL
+33.5%
+54.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.5% |
| 7D | +0.8% | +1.1% | -0.3% | +0.5% |
| 30D | -22.8% | +4.5% | -27.3% | -23.4% |
| 3M | -48.8% | +6.5% | -55.2% | -49.3% |
| 6M | -16.3% | +18.2% | -34.5% | -18.4% |
| YTD | -44.5% | +4.7% | -49.1% | -45.4% |
| 1Y | -43.4% | +0.8% | -44.2% | -44.0% |
| 3Y | +44.3% | +35.9% | +8.4% | +27.4% |
| All | +88.4% | +33.5% | +54.9% | +62.9% |
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