+88.4%
AXON vs VMC
+42.8%
+45.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.0% |
| 7D | +0.8% | -1.3% | +2.0% | +1.4% |
| 30D | -22.8% | +15.5% | -38.2% | -28.4% |
| 3M | -48.8% | +0.6% | -49.3% | -48.9% |
| 6M | -16.3% | +2.1% | -18.4% | -17.6% |
| YTD | -44.5% | -1.6% | -42.9% | -45.3% |
| 1Y | -43.4% | -1.2% | -42.2% | -44.4% |
| 3Y | +44.3% | +35.3% | +8.9% | +14.4% |
| All | +88.4% | +42.8% | +45.6% | +33.5% |
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