+211.6%
GM vs AXON
+1,058.0%
-846.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.8% |
| 7D | -0.2% | +0.8% | -1.0% | -0.4% |
| 30D | +3.6% | -22.8% | +26.3% | +8.4% |
| 3M | -0.2% | -48.8% | +48.5% | +12.7% |
| 6M | +13.9% | -16.3% | +30.2% | +14.8% |
| YTD | +6.5% | -44.5% | +50.9% | +14.9% |
| 1Y | +20.7% | -43.4% | +64.1% | +29.7% |
| 3Y | +229.5% | +44.3% | +185.2% | +168.5% |
| 5Y | +41.5% | +85.1% | -43.6% | +3.5% |
| All | +211.6% | +1,058.0% | -846.4% | +70.4% |
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