+312.2%
SPYM vs AXON
+1,278.1%
-965.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.5% | +2.8% |
| 7D | +0.1% | -28.7% | +28.8% | +4.8% |
| 30D | -3.3% | -28.3% | +25.0% | +1.1% |
| 3M | -2.4% | -46.9% | +44.5% | +6.3% |
| 6M | +2.6% | -24.9% | +27.5% | +4.8% |
| YTD | +11.3% | -46.6% | +57.9% | +18.6% |
| 1Y | +13.5% | -49.7% | +63.1% | +22.0% |
| 3Y | +80.3% | +40.6% | +39.7% | +56.4% |
| 5Y | +72.7% | +71.9% | +0.9% | +39.4% |
| 10Y | +312.2% | +1,180.9% | -868.7% | +156.5% |
| All | +312.2% | +1,278.1% | -965.9% | +156.5% |
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