+207.2%
C vs AXON
+1,027.4%
-820.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.4% |
| 7D | +4.7% | -19.7% | +24.5% | +8.7% |
| 30D | +0.2% | -25.7% | +25.9% | +5.5% |
| 3M | -9.3% | -48.8% | +39.5% | +2.1% |
| 6M | -0.8% | -22.0% | +21.1% | +1.1% |
| YTD | +8.5% | -45.9% | +54.4% | +17.6% |
| 1Y | +23.1% | -46.1% | +69.2% | +33.5% |
| 3Y | +220.8% | +40.9% | +179.9% | +167.9% |
| 5Y | +112.4% | +80.2% | +32.2% | +60.9% |
| All | +207.2% | +1,027.4% | -820.2% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling