-3.9%
AXSM vs SPY
+9.7%
-13.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | -8.4% | -2.7% | -5.6% | -6.6% |
| 30D | -23.5% | -5.4% | -18.1% | -20.8% |
| 3M | -37.0% | -4.1% | -32.9% | -35.3% |
| 6M | -40.5% | +0.7% | -41.2% | -41.0% |
| YTD | -27.5% | +8.7% | -36.2% | -33.0% |
| All | -3.9% | +9.7% | -13.7% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling