+2,264.8%
AXSM vs SPY
+340.6%
+1,924.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | -2.9% | +0.1% | -3.0% | -2.9% |
| 3M | -10.7% | +2.0% | -12.7% | -12.6% |
| 6M | +26.0% | +13.0% | +13.0% | +11.6% |
| YTD | +13.2% | +13.5% | -0.4% | -0.4% |
| 1Y | +66.1% | +20.0% | +46.2% | +38.1% |
| 3Y | +153.0% | +77.2% | +75.8% | +39.8% |
| 5Y | +674.4% | +81.9% | +592.5% | +320.2% |
| 10Y | +2,742.9% | +314.1% | +2,428.9% | +596.8% |
| All | +2,264.8% | +340.6% | +1,924.2% | +400.1% |
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 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