-36.2%
AXON vs VRSK
-32.5%
-3.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.8% |
| 7D | -11.0% | -7.7% | -3.3% | -8.4% |
| 30D | -24.7% | -2.8% | -21.9% | -24.0% |
| 3M | +7.0% | -3.7% | +10.7% | +7.6% |
| 6M | -9.6% | -12.8% | +3.1% | -8.1% |
| YTD | -15.7% | -21.0% | +5.3% | -15.1% |
| All | -36.2% | -32.5% | -3.8% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling