+306.8%
SPOT vs AXON
+660.5%
-353.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +1.0% | -27.4% | +28.4% | +10.0% |
| 30D | +14.6% | -28.5% | +43.0% | +25.2% |
| 3M | +18.4% | -49.3% | +67.7% | +41.7% |
| 6M | +45.1% | -25.0% | +70.1% | +51.2% |
| YTD | +4.4% | -46.7% | +51.1% | +18.3% |
| 1Y | -2.7% | -48.3% | +45.6% | +11.2% |
| 3Y | +254.6% | +38.8% | +215.7% | +172.1% |
| 5Y | +124.8% | +77.7% | +47.1% | +49.0% |
| All | +306.8% | +660.5% | -353.7% | +111.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling