+322.4%
NET vs AXON
+93.3%
+229.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -3.2% |
| 7D | -16.4% | +0.2% | -16.6% | -16.5% |
| 30D | -25.8% | +3.0% | -28.8% | -26.6% |
| 3M | -11.5% | -30.1% | +18.6% | -0.8% |
| 6M | +18.9% | +7.7% | +11.2% | +13.3% |
| YTD | +35.2% | -25.3% | +60.5% | +43.7% |
| 1Y | +14.5% | -39.9% | +54.4% | +30.0% |
| All | +322.4% | +93.3% | +229.1% | +225.2% |
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