+112,002.2%
AXON vs VMC
+608.1%
+111,394.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.6% |
| 7D | -14.2% | -4.3% | -9.8% | -12.3% |
| 30D | -15.4% | -8.2% | -7.1% | -11.7% |
| 3M | +0.5% | -7.0% | +7.5% | +3.7% |
| 6M | -9.5% | -10.8% | +1.3% | -5.2% |
| YTD | -9.2% | -7.4% | -1.8% | -7.2% |
| 1Y | -29.4% | -9.5% | -19.9% | -27.0% |
| 3Y | +139.4% | +20.5% | +118.9% | +113.8% |
| 5Y | +178.9% | +51.6% | +127.3% | +121.4% |
| 10Y | +1,840.8% | +150.0% | +1,690.8% | +989.5% |
| All | +112,002.2% | +608.1% | +111,394.1% | +31,535.4% |
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