+78.0%
SPYM vs AXON
+44.5%
+33.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.7% |
| 7D | +2.6% | +0.8% | +1.8% | +2.5% |
| 30D | -2.0% | -22.8% | +20.8% | +0.2% |
| 3M | -2.8% | -48.8% | +46.0% | +3.2% |
| 6M | +2.2% | -16.3% | +18.4% | +2.4% |
| YTD | +11.5% | -44.5% | +56.0% | +16.0% |
| 1Y | +13.5% | -43.4% | +56.9% | +17.8% |
| 3Y | +78.0% | +44.3% | +33.8% | +57.4% |
| All | +78.0% | +44.5% | +33.5% | +57.4% |
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