+80.5%
GM vs AXON
+167.8%
-87.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -1.8% |
| 7D | -1.1% | -3.3% | +2.2% | -0.5% |
| 30D | -4.6% | -17.8% | +13.3% | -1.5% |
| 3M | +0.2% | +8.3% | -8.1% | -2.5% |
| 6M | +12.6% | -12.4% | +25.0% | +13.0% |
| YTD | +3.7% | -13.7% | +17.4% | +3.6% |
| 1Y | +45.6% | -33.1% | +78.7% | +52.4% |
| 3Y | +162.0% | +128.2% | +33.8% | +86.4% |
| 5Y | +80.5% | +170.5% | -90.0% | +1.3% |
| All | +80.5% | +167.8% | -87.3% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling