+2,211.7%
SPGI vs AXON
+75,157.7%
-72,946.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.8% | +7.9% | -0.6% |
| 7D | +2.6% | -12.7% | +15.2% | +4.4% |
| 30D | +19.3% | -8.6% | +27.9% | +20.6% |
| 3M | +15.5% | -37.2% | +52.7% | +22.2% |
| 6M | +18.3% | +0.5% | +17.8% | +16.8% |
| YTD | -3.8% | -32.6% | +28.9% | -0.5% |
| 1Y | +1.3% | -40.2% | +41.5% | +6.3% |
| 3Y | +33.6% | +76.1% | -42.5% | +17.5% |
| 5Y | +13.2% | +109.5% | -96.3% | -4.8% |
| 10Y | +346.3% | +1,640.5% | -1,294.2% | +173.3% |
| All | +2,211.7% | +75,157.7% | -72,946.1% | +894.9% |
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