-1.4%
AXON vs VIK
+239.9%
-241.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.2% |
| 7D | -19.7% | +3.2% | -22.9% | -20.6% |
| 30D | -25.7% | +8.2% | -33.9% | -27.6% |
| 3M | -48.8% | -14.7% | -34.1% | -46.3% |
| 6M | -22.0% | +10.3% | -32.3% | -25.3% |
| YTD | -45.9% | +24.5% | -70.4% | -51.1% |
| 1Y | -46.1% | +45.7% | -91.8% | -54.2% |
| All | -1.4% | +239.9% | -241.3% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 10y: compounded portfolio wealth divided by compounded VIK 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…
10y analysis · Full analysis span regression · 6 months rolling