+2,026.3%
AXSM vs SPY
+315.0%
+1,711.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | -1.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -20.4% | -3.3% | -17.1% | -17.8% |
| 3M | -37.0% | -2.4% | -34.6% | -35.6% |
| 6M | -38.4% | +2.6% | -40.9% | -40.2% |
| YTD | -26.7% | +11.2% | -37.9% | -34.3% |
| 1Y | -3.0% | +13.4% | -16.4% | -14.9% |
| 3Y | +123.0% | +79.9% | +43.1% | +20.5% |
| 5Y | +228.6% | +72.2% | +156.4% | +87.3% |
| 10Y | +2,026.3% | +307.3% | +1,719.0% | +275.0% |
| All | +2,026.3% | +315.0% | +1,711.3% | +275.0% |
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