+75.0%
SPY vs AXON
+42.7%
+32.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -18.2% | +18.5% | +2.1% |
| 7D | -2.7% | -26.8% | +24.1% | +0.1% |
| 30D | -5.4% | -22.9% | +17.5% | -3.2% |
| 3M | -4.1% | -40.1% | +36.0% | +0.2% |
| 6M | +0.7% | -18.9% | +19.6% | +1.2% |
| YTD | +8.7% | -44.9% | +53.6% | +13.2% |
| 1Y | +10.9% | -46.7% | +57.6% | +15.9% |
| 3Y | +75.0% | +44.3% | +30.7% | +58.3% |
| All | +75.0% | +42.7% | +32.3% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling