+6,863.1%
AXON vs VRSK
+711.8%
+6,151.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.3% |
| 7D | +0.8% | +1.6% | -0.8% | 0.0% |
| 30D | -22.8% | +15.1% | -37.9% | -28.8% |
| 3M | -48.8% | +12.1% | -60.8% | -52.2% |
| 6M | -16.3% | +29.4% | -45.7% | -28.3% |
| YTD | -44.5% | -6.4% | -38.1% | -43.6% |
| 1Y | -43.4% | -3.6% | -39.8% | -43.6% |
| 3Y | +44.3% | -10.9% | +55.2% | +43.7% |
| 5Y | +85.1% | -0.5% | +85.6% | +70.7% |
| 10Y | +1,060.5% | +163.7% | +896.9% | +502.8% |
| All | +6,863.1% | +711.8% | +6,151.4% | +1,672.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling