+54.6%
TER vs AXON
+71.5%
-16.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -18.2% | +20.8% | +6.4% |
| 7D | -20.5% | -26.8% | +6.4% | -15.3% |
| 30D | -47.0% | -22.9% | -24.1% | -44.2% |
| 3M | -43.3% | -40.1% | -3.2% | -37.8% |
| 6M | -42.9% | -18.9% | -24.0% | -43.6% |
| YTD | +12.9% | -44.9% | +57.8% | +21.7% |
| 1Y | +18.2% | -46.7% | +64.9% | +28.8% |
| 3Y | +151.8% | +44.3% | +107.5% | +68.1% |
| All | +54.6% | +71.5% | -16.9% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling