+39.4%
GM vs AXON
-40.7%
+80.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +4.5% |
| 7D | +12.1% | +0.2% | +11.8% | +12.0% |
| 30D | +15.2% | +3.0% | +12.2% | +14.9% |
| 3M | +4.9% | -30.1% | +35.0% | +7.8% |
| 6M | +22.6% | +7.7% | +14.9% | +21.0% |
| YTD | +14.4% | -25.3% | +39.7% | +16.1% |
| 1Y | +39.4% | -39.9% | +79.3% | +42.8% |
| All | +39.4% | -40.7% | +80.1% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling