+303.9%
SPY vs AXON
+1,304.2%
-1,000.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -18.2% | +18.5% | +3.0% |
| 7D | -2.7% | -26.8% | +24.1% | +1.5% |
| 30D | -5.4% | -22.9% | +17.5% | -2.1% |
| 3M | -4.1% | -40.1% | +36.0% | +2.5% |
| 6M | +0.7% | -18.9% | +19.6% | +1.6% |
| YTD | +8.7% | -44.9% | +53.6% | +15.2% |
| 1Y | +10.9% | -46.7% | +57.6% | +18.1% |
| 3Y | +75.0% | +44.3% | +30.7% | +51.5% |
| 5Y | +67.8% | +71.4% | -3.6% | +35.8% |
| All | +303.9% | +1,304.2% | -1,000.3% | +149.7% |
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