+33.6%
TER vs AXON
-50.5%
+84.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -8.9% | -27.4% | +18.5% | -8.3% |
| 30D | -39.1% | -28.5% | -10.6% | -38.6% |
| 3M | -32.8% | -49.3% | +16.5% | -32.2% |
| 6M | -31.7% | -25.0% | -6.7% | -32.7% |
| YTD | +26.9% | -46.7% | +73.7% | +27.3% |
| 1Y | +33.6% | -48.3% | +81.8% | +47.4% |
| All | +33.6% | -50.5% | +84.1% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling