+268.2%
AXSM vs SPY
+72.1%
+196.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | +7.0% | +2.6% | +4.4% | +4.7% |
| 30D | -12.7% | -2.0% | -10.7% | -11.1% |
| 3M | -33.7% | -2.8% | -30.9% | -32.1% |
| 6M | -39.8% | +2.1% | -41.9% | -41.1% |
| YTD | -22.4% | +11.5% | -33.9% | -29.8% |
| 1Y | +3.1% | +13.5% | -10.3% | -8.3% |
| 3Y | +138.9% | +77.7% | +61.2% | +36.9% |
| All | +268.2% | +72.1% | +196.1% | +124.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling