+60.8%
AXON vs USAR
-18.3%
+79.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.4% | -0.1% | +4.1% |
| 7D | -25.6% | +0.8% | -26.4% | -25.7% |
| 30D | -23.9% | -30.1% | +6.2% | -22.9% |
| 3M | -50.4% | -56.3% | +5.9% | -48.9% |
| 6M | -20.0% | -68.6% | +48.6% | -17.0% |
| YTD | -44.5% | -30.5% | -13.9% | -43.4% |
| 1Y | -44.9% | -53.5% | +8.6% | -43.7% |
| 3Y | +44.7% | -19.3% | +64.0% | +42.2% |
| All | +60.8% | -18.3% | +79.1% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling