-6.2%
DOW vs AXON
+480.1%
-486.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.0% |
| 7D | -9.4% | -28.7% | +19.3% | -5.5% |
| 30D | +8.9% | -28.3% | +37.2% | +13.4% |
| 3M | +6.7% | -46.9% | +53.7% | +15.2% |
| 6M | -14.2% | -24.9% | +10.7% | -13.3% |
| YTD | +36.9% | -46.6% | +83.5% | +44.0% |
| 1Y | +45.8% | -49.7% | +95.4% | +54.9% |
| 3Y | -23.9% | +40.6% | -64.5% | -38.9% |
| 5Y | -30.8% | +71.9% | -102.6% | -49.2% |
| All | -6.2% | +480.1% | -486.4% | -52.7% |
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 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