-35.9%
DOW vs AXON
+167.8%
-203.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.4% |
| 7D | -6.0% | -3.3% | -2.7% | -5.9% |
| 30D | -2.7% | -17.8% | +15.1% | -1.9% |
| 3M | -10.5% | +8.3% | -18.8% | -11.5% |
| 6M | -12.4% | -12.4% | -0.1% | -12.1% |
| YTD | +30.0% | -13.7% | +43.7% | +30.2% |
| 1Y | +27.8% | -33.1% | +60.9% | +31.1% |
| 3Y | -34.9% | +128.2% | -163.1% | -44.8% |
| 5Y | -35.9% | +170.5% | -206.4% | -49.6% |
| All | -35.9% | +167.8% | -203.7% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling