+143.0%
AXON vs USAR
+73.0%
+70.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.2% |
| 7D | -14.2% | -2.1% | -12.0% | -14.1% |
| 30D | -15.4% | +2.6% | -18.0% | -15.5% |
| 3M | +0.5% | -35.0% | +35.5% | +1.5% |
| 6M | -9.5% | -6.9% | -2.6% | -9.9% |
| YTD | -9.2% | +48.0% | -57.2% | -9.9% |
| 1Y | -29.4% | +24.8% | -54.2% | -29.5% |
| All | +143.0% | +73.0% | +70.0% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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