-24.4%
DOW vs AXON
+42.7%
-67.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -18.2% | +16.4% | -1.9% |
| 7D | -9.5% | -26.8% | +17.3% | -9.7% |
| 30D | +13.1% | -22.9% | +36.0% | +12.9% |
| 3M | +4.8% | -40.1% | +44.9% | +4.4% |
| 6M | -16.7% | -18.9% | +2.2% | -17.3% |
| YTD | +38.9% | -44.9% | +83.8% | +39.4% |
| 1Y | +48.3% | -46.7% | +95.0% | +49.1% |
| 3Y | -24.4% | +44.3% | -68.7% | -30.3% |
| All | -24.4% | +42.7% | -67.0% | -30.3% |
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