-10.4%
DOW vs AXON
+867.1%
-877.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.7% |
| 7D | -2.9% | -2.5% | -0.4% | -2.7% |
| 30D | +2.0% | -11.5% | +13.4% | +3.4% |
| 3M | -12.5% | +7.3% | -19.8% | -14.7% |
| 6M | -9.2% | -11.9% | +2.7% | -9.4% |
| YTD | +30.8% | -11.0% | +41.8% | +29.2% |
| 1Y | +29.4% | -31.8% | +61.2% | +33.7% |
| 3Y | -34.6% | +135.4% | -170.0% | -50.8% |
| 5Y | -35.9% | +176.9% | -212.8% | -55.5% |
| All | -10.4% | +867.1% | -877.6% | -57.5% |
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