+38.8%
AXON vs URA
+41.9%
-3.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -4.1% |
| 7D | -27.4% | +0.3% | -27.7% | -27.6% |
| 30D | -28.5% | -14.8% | -13.7% | -25.2% |
| 3M | -49.3% | -25.3% | -24.0% | -44.9% |
| 6M | -25.0% | -39.9% | +14.9% | -13.8% |
| YTD | -46.7% | -22.4% | -24.3% | -44.2% |
| 1Y | -48.3% | -29.0% | -19.3% | -44.4% |
| 3Y | +38.8% | +41.0% | -2.2% | +13.9% |
| All | +38.8% | +41.9% | -3.1% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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