+31.0%
O vs AXON
+140.4%
-109.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.8% |
| 7D | -0.7% | -14.2% | +13.4% | -0.8% |
| 30D | -1.9% | -15.4% | +13.5% | -1.9% |
| 3M | +3.8% | +0.5% | +3.4% | +3.8% |
| 6M | -4.7% | -9.5% | +4.8% | -4.4% |
| YTD | +12.5% | -9.2% | +21.7% | +13.0% |
| 1Y | +10.8% | -29.4% | +40.2% | +11.9% |
| All | +31.0% | +140.4% | -109.4% | +7.6% |
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