+80.3%
SPYM vs AXON
+31.7%
+48.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.5% | +2.6% |
| 7D | +0.1% | -28.7% | +28.8% | +3.2% |
| 30D | -3.3% | -28.3% | +25.0% | -0.4% |
| 3M | -2.4% | -46.9% | +44.5% | +3.2% |
| 6M | +2.6% | -24.9% | +27.5% | +4.0% |
| YTD | +11.3% | -46.6% | +57.9% | +16.3% |
| 1Y | +13.5% | -49.7% | +63.1% | +19.2% |
| 3Y | +80.3% | +40.6% | +39.7% | +58.5% |
| All | +80.3% | +31.7% | +48.6% | +58.5% |
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 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