+200.4%
B vs AXON
+140.4%
+60.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -1.9% |
| 7D | -1.6% | -14.2% | +12.6% | -0.7% |
| 30D | +9.4% | -15.4% | +24.8% | +10.3% |
| 3M | +5.0% | +0.5% | +4.5% | +4.6% |
| 6M | -3.5% | -9.5% | +6.0% | -3.4% |
| YTD | +4.5% | -9.2% | +13.7% | +4.1% |
| 1Y | +67.8% | -29.4% | +97.2% | +69.2% |
| All | +200.4% | +140.4% | +60.0% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 3y: compounded portfolio wealth divided by compounded AXON 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…
3y analysis · Full analysis span regression · 6 months rolling