+65,808.7%
AXON vs VMC
+681.8%
+65,126.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -4.3% |
| 7D | -28.7% | +0.3% | -29.0% | -28.7% |
| 30D | -28.3% | +18.6% | -46.9% | -33.8% |
| 3M | -46.9% | +2.0% | -48.9% | -47.4% |
| 6M | -24.9% | +2.6% | -27.5% | -26.0% |
| YTD | -46.6% | +2.3% | -48.9% | -47.9% |
| 1Y | -49.7% | +1.7% | -51.4% | -50.8% |
| 3Y | +40.6% | +41.7% | -1.2% | +16.4% |
| 5Y | +71.9% | +46.6% | +25.2% | +39.0% |
| 10Y | +1,180.9% | +140.3% | +1,040.6% | +635.1% |
| All | +65,808.7% | +681.8% | +65,126.9% | +17,654.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling