+13.9%
GM vs AXON
-19.0%
+32.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.6% |
| 7D | -0.2% | +0.8% | -1.0% | -0.3% |
| 30D | +3.6% | -22.8% | +26.3% | +6.2% |
| 3M | -0.2% | -48.8% | +48.5% | +5.0% |
| 6M | +13.9% | -16.3% | +30.2% | +18.5% |
| All | +13.9% | -19.0% | +32.9% | +18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling