+73.2%
SPY vs AXON
+81.2%
-7.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | 0.0% |
| 7D | +3.3% | -19.7% | +23.0% | +6.1% |
| 30D | -2.7% | -25.7% | +23.0% | +1.0% |
| 3M | -1.7% | -48.8% | +47.0% | +7.1% |
| 6M | +3.1% | -22.0% | +25.1% | +4.4% |
| YTD | +11.9% | -45.9% | +57.8% | +18.7% |
| 1Y | +12.0% | -46.1% | +58.1% | +18.8% |
| 3Y | +78.2% | +40.9% | +37.3% | +48.2% |
| 5Y | +73.2% | +80.2% | -7.0% | +25.3% |
| All | +73.2% | +81.2% | -7.9% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling