+828.4%
SPYM vs AXON
+7,256.2%
-6,427.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.2% |
| 7D | +0.1% | -14.2% | +14.3% | +2.2% |
| 30D | +0.1% | -15.4% | +15.5% | +2.0% |
| 3M | +2.0% | +0.5% | +1.6% | +0.9% |
| 6M | +13.1% | -9.5% | +22.6% | +12.7% |
| YTD | +13.6% | -9.2% | +22.8% | +12.6% |
| 1Y | +20.1% | -29.4% | +49.4% | +23.0% |
| 3Y | +77.6% | +139.4% | -61.9% | +46.8% |
| 5Y | +82.5% | +178.9% | -96.4% | +43.6% |
| 10Y | +317.6% | +1,840.8% | -1,523.2% | +132.9% |
| All | +828.4% | +7,256.2% | -6,427.8% | +252.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling