+233.0%
GM vs AXON
+1,813.9%
-1,580.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.3% |
| 7D | -1.1% | -11.0% | +10.0% | +1.2% |
| 30D | -3.4% | -24.7% | +21.3% | +1.9% |
| 3M | +8.7% | +7.0% | +1.7% | +5.7% |
| 6M | +15.4% | -9.6% | +25.1% | +15.0% |
| YTD | +6.6% | -15.7% | +22.3% | +6.8% |
| 1Y | +51.5% | -35.9% | +87.4% | +59.9% |
| 3Y | +169.3% | +123.0% | +46.3% | +102.9% |
| 5Y | +81.6% | +166.3% | -84.8% | +24.7% |
| All | +233.0% | +1,813.9% | -1,580.8% | +62.0% |
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