+10.7%
O vs AXON
+71.5%
-60.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -18.2% | +17.4% | 0.0% |
| 7D | +3.7% | -26.8% | +30.5% | +5.0% |
| 30D | +11.2% | -22.9% | +34.1% | +12.3% |
| 3M | -4.0% | -40.1% | +36.1% | -2.2% |
| 6M | -5.2% | -18.9% | +13.6% | -5.2% |
| YTD | +9.5% | -44.9% | +54.4% | +11.7% |
| 1Y | +10.6% | -46.7% | +57.3% | +13.0% |
| 3Y | +38.1% | +44.3% | -6.2% | +21.2% |
| All | +10.7% | +71.5% | -60.8% | -10.5% |
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 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