+11.9%
AXON vs UMAC
+237.0%
-225.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +13.3% | -16.4% | -4.0% |
| 7D | -28.7% | -5.5% | -23.2% | -28.7% |
| 30D | -28.3% | -35.3% | +7.0% | -26.4% |
| 3M | -46.9% | -48.4% | +1.5% | -45.0% |
| 6M | -24.9% | +0.4% | -25.3% | -26.1% |
| YTD | -46.6% | +5.8% | -52.4% | -48.1% |
| 1Y | -49.7% | +27.3% | -77.0% | -51.7% |
| All | +11.9% | +237.0% | -225.1% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling