+171.0%
GM vs AXON
+135.7%
+35.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -2.0% |
| 7D | +0.4% | -2.5% | +2.9% | +0.7% |
| 30D | -1.8% | -11.5% | +9.6% | -0.6% |
| 3M | +2.6% | +7.3% | -4.7% | +1.1% |
| 6M | +14.6% | -11.9% | +26.5% | +14.8% |
| YTD | +6.2% | -11.0% | +17.2% | +5.9% |
| 1Y | +48.7% | -31.8% | +80.4% | +52.6% |
| All | +171.0% | +135.7% | +35.4% | +110.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling