+205.6%
AXR vs SPY
+315.0%
-109.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.0% |
| 7D | +4.4% | +0.1% | +4.3% | +4.3% |
| 30D | +3.4% | -3.3% | +6.7% | +4.6% |
| 3M | -4.2% | -2.4% | -1.7% | -3.4% |
| 6M | -17.4% | +2.6% | -20.0% | -18.4% |
| YTD | +13.9% | +11.2% | +2.7% | +9.4% |
| 1Y | +2.2% | +13.4% | -11.1% | -2.5% |
| 3Y | +34.0% | +79.9% | -45.9% | +10.8% |
| 5Y | +32.0% | +72.2% | -40.2% | +9.8% |
| 10Y | +205.6% | +307.3% | -101.8% | +101.5% |
| All | +205.6% | +315.0% | -109.5% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling