+212.5%
GM vs AXON
+1,027.4%
-814.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.3% | -2.5% |
| 7D | -3.4% | -19.7% | +16.3% | +0.5% |
| 30D | +2.7% | -25.7% | +28.4% | +8.3% |
| 3M | -0.4% | -48.8% | +48.4% | +12.5% |
| 6M | +13.3% | -22.0% | +35.3% | +15.8% |
| YTD | +6.8% | -45.9% | +52.7% | +15.9% |
| 1Y | +21.1% | -46.1% | +67.2% | +31.5% |
| 3Y | +231.0% | +40.9% | +190.1% | +171.0% |
| 5Y | +41.9% | +80.2% | -38.3% | +4.3% |
| All | +212.5% | +1,027.4% | -814.9% | +71.8% |
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 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