+1,616.7%
LOW vs AXON
+61,473.8%
-59,857.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -18.2% | +17.0% | +1.1% |
| 7D | +7.4% | -26.8% | +34.2% | +11.4% |
| 30D | +24.5% | -22.9% | +47.4% | +28.2% |
| 3M | +3.5% | -40.1% | +43.6% | +9.6% |
| 6M | -2.6% | -18.9% | +16.3% | -1.4% |
| YTD | -4.8% | -44.9% | +40.0% | +0.1% |
| 1Y | -0.8% | -46.7% | +45.9% | +4.7% |
| 3Y | +22.8% | +44.3% | -21.5% | +10.6% |
| 5Y | +5.3% | +71.4% | -66.1% | -9.0% |
| 10Y | +309.5% | +1,324.0% | -1,014.5% | +163.4% |
| All | +1,616.7% | +61,473.8% | -59,857.1% | +699.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling