+11,057.4%
AXON vs VRSK
+583.6%
+10,473.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.6% | +1.0% |
| 7D | -2.5% | -9.7% | +7.2% | +3.1% |
| 30D | -11.5% | -8.5% | -3.0% | -7.5% |
| 3M | +7.3% | -1.7% | +9.0% | +7.4% |
| 6M | -11.9% | -17.9% | +5.9% | -3.0% |
| YTD | -11.0% | -21.1% | +10.1% | -0.3% |
| 1Y | -31.8% | -35.1% | +3.4% | -15.7% |
| 3Y | +135.4% | -26.7% | +162.1% | +162.5% |
| 5Y | +176.9% | -12.0% | +188.9% | +174.0% |
| 10Y | +1,854.5% | +122.9% | +1,731.6% | +1,018.4% |
| All | +11,057.4% | +583.6% | +10,473.8% | +3,035.3% |
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