+182.3%
AXON vs VMC
+52.7%
+129.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.6% |
| 7D | -14.2% | -4.3% | -9.8% | -12.1% |
| 30D | -15.4% | -8.2% | -7.1% | -11.4% |
| 3M | +0.5% | -7.0% | +7.5% | +3.9% |
| 6M | -9.5% | -10.8% | +1.3% | -4.9% |
| YTD | -9.2% | -7.4% | -1.8% | -7.7% |
| 1Y | -29.4% | -9.5% | -19.9% | -27.2% |
| 3Y | +139.4% | +20.5% | +118.9% | +105.6% |
| All | +182.3% | +52.7% | +129.6% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling