+2,070.2%
SPGI vs AXON
+101,343.3%
-99,273.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -1.0% |
| 7D | +0.1% | -14.2% | +14.3% | +2.1% |
| 30D | +8.4% | -15.4% | +23.8% | +10.4% |
| 3M | +11.8% | +0.5% | +11.4% | +10.8% |
| 6M | +5.7% | -9.5% | +15.2% | +5.7% |
| YTD | -9.7% | -9.2% | -0.5% | -10.1% |
| 1Y | -12.5% | -29.4% | +16.9% | -10.3% |
| 3Y | +21.8% | +139.4% | -117.6% | +3.0% |
| 5Y | +8.2% | +178.9% | -170.7% | -12.4% |
| 10Y | +309.5% | +1,840.8% | -1,531.3% | +146.4% |
| All | +2,070.2% | +101,343.3% | -99,273.1% | +798.8% |
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