+1,414.5%
AXSM vs SPY
+321.7%
+1,092.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.7% |
| 7D | -8.4% | -2.7% | -5.6% | -5.9% |
| 30D | -23.5% | -5.4% | -18.1% | -19.3% |
| 3M | -37.0% | -4.1% | -32.9% | -34.5% |
| 6M | -40.5% | +0.7% | -41.2% | -41.2% |
| YTD | -27.5% | +8.7% | -36.2% | -33.5% |
| 1Y | -5.0% | +10.9% | -15.9% | -14.7% |
| 3Y | +112.1% | +75.0% | +37.1% | +18.5% |
| 5Y | +229.3% | +67.8% | +161.5% | +93.5% |
| 10Y | +1,984.6% | +312.9% | +1,671.7% | +413.6% |
| All | +1,414.5% | +321.7% | +1,092.9% | +233.9% |
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 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