+33.9%
TER vs AXON
-50.4%
+84.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -3.1% | +15.9% | +12.8% |
| 7D | -5.8% | -28.7% | +23.0% | -5.1% |
| 30D | -38.9% | -28.3% | -10.6% | -38.5% |
| 3M | -35.1% | -46.9% | +11.8% | -34.6% |
| 6M | -31.6% | -24.9% | -6.7% | -32.5% |
| YTD | +27.2% | -46.6% | +73.9% | +27.6% |
| All | +33.9% | -50.4% | +84.3% | +47.8% |
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 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