+38.8%
AXON vs VIVK
-100.0%
+138.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -22.8% | +22.5% | +0.1% |
| 7D | -27.4% | -56.0% | +28.6% | -26.6% |
| 30D | -28.5% | -92.3% | +63.8% | -25.9% |
| 3M | -49.3% | -98.6% | +49.4% | -46.2% |
| 6M | -25.0% | -99.9% | +74.9% | -16.2% |
| YTD | -46.7% | -100.0% | +53.2% | -41.5% |
| 1Y | -48.3% | -100.0% | +51.7% | -40.7% |
| 3Y | +38.8% | -100.0% | +138.8% | +63.9% |
| All | +38.8% | -100.0% | +138.8% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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