+314.7%
SPYM vs AXON
+1,845.5%
-1,530.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.3% |
| 7D | +0.6% | -2.5% | +3.1% | +0.9% |
| 30D | -0.9% | -11.5% | +10.6% | +0.6% |
| 3M | +3.9% | +7.3% | -3.4% | +1.7% |
| 6M | +14.5% | -11.9% | +26.5% | +14.7% |
| YTD | +13.0% | -11.0% | +24.0% | +12.3% |
| 1Y | +19.4% | -31.8% | +51.2% | +23.3% |
| 3Y | +78.9% | +135.4% | -56.5% | +44.6% |
| 5Y | +82.3% | +176.9% | -94.5% | +38.1% |
| 10Y | +314.7% | +1,854.5% | -1,539.8% | +137.7% |
| All | +314.7% | +1,845.5% | -1,530.7% | +137.7% |
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