+2,641.7%
AXSM vs SPY
+311.3%
+2,330.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | +2.5% | +0.5% | +1.9% | +1.9% |
| 30D | -2.3% | -0.9% | -1.4% | -1.4% |
| 3M | -11.6% | +3.9% | -15.5% | -15.1% |
| 6M | +28.0% | +14.5% | +13.5% | +11.8% |
| YTD | +13.8% | +12.9% | +0.9% | +0.5% |
| 1Y | +60.7% | +19.4% | +41.4% | +33.9% |
| 3Y | +157.7% | +78.5% | +79.2% | +39.8% |
| 5Y | +695.0% | +81.8% | +613.3% | +326.8% |
| 10Y | +2,641.7% | +311.5% | +2,330.2% | +409.9% |
| All | +2,641.7% | +311.3% | +2,330.4% | +409.9% |
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