+6,863.1%
AXON vs VIVK
-100.0%
+6,963.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.5% | +10.2% | +2.7% |
| 7D | +0.8% | -57.7% | +58.5% | +1.0% |
| 30D | -22.8% | -87.3% | +64.5% | -22.4% |
| 3M | -48.8% | -98.9% | +50.1% | -48.3% |
| 6M | -16.3% | -100.0% | +83.7% | -15.0% |
| YTD | -44.5% | -100.0% | +55.5% | -43.7% |
| 1Y | -43.4% | -100.0% | +56.6% | -42.3% |
| 3Y | +44.3% | -100.0% | +144.3% | +47.0% |
| 5Y | +85.1% | -100.0% | +185.1% | +88.9% |
| 10Y | +1,060.5% | -100.0% | +1,160.5% | +1,066.0% |
| All | +6,863.1% | -100.0% | +6,963.1% | +6,893.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling