+11.7%
SPGI vs AXON
+71.5%
-59.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -18.2% | +17.2% | +2.0% |
| 7D | +0.3% | -26.8% | +27.1% | +5.1% |
| 30D | +18.4% | -22.9% | +41.3% | +23.0% |
| 3M | +15.7% | -40.1% | +55.8% | +24.6% |
| 6M | +17.3% | -18.9% | +36.2% | +18.9% |
| YTD | -4.7% | -44.9% | +40.2% | +2.1% |
| 1Y | +1.8% | -46.7% | +48.5% | +9.6% |
| 3Y | +31.7% | +44.3% | -12.6% | +7.9% |
| All | +11.7% | +71.5% | -59.8% | -18.1% |
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