+403.3%
AXR vs SPY
+2,945.2%
-2,541.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +1.3% |
| 7D | 0.0% | -4.7% | +4.8% | +2.4% |
| 30D | -0.1% | -5.9% | +5.8% | +2.8% |
| 3M | -6.1% | -4.5% | -1.6% | -4.1% |
| 6M | -23.4% | +1.8% | -25.2% | -24.3% |
| YTD | +12.3% | +8.3% | +4.0% | +7.8% |
| 1Y | +0.9% | +9.3% | -8.4% | -3.6% |
| 3Y | +29.6% | +74.9% | -45.3% | -1.4% |
| 5Y | +40.9% | +67.3% | -26.4% | +8.2% |
| 10Y | +211.5% | +311.6% | -100.1% | +45.5% |
| All | +403.3% | +2,945.2% | -2,541.9% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling