-33.1%
AXON vs UMAC
+141.5%
-174.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.4% | +3.3% | -2.1% |
| 7D | -3.3% | +3.3% | -6.6% | -3.9% |
| 30D | -17.8% | -10.4% | -7.4% | -17.3% |
| 3M | +8.3% | +1.8% | +6.5% | +5.6% |
| 6M | -12.4% | +40.7% | -53.1% | -21.5% |
| YTD | -13.7% | +90.9% | -104.6% | -27.4% |
| 1Y | -33.1% | +151.8% | -184.8% | -46.1% |
| All | -33.1% | +141.5% | -174.6% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling