+202.8%
TER vs AXON
+179.8%
+23.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.2% | +9.7% | +6.4% |
| 7D | +0.6% | -14.2% | +14.8% | +3.9% |
| 30D | -8.3% | -15.4% | +7.1% | -5.8% |
| 3M | -12.2% | +0.5% | -12.7% | -14.4% |
| 6M | +17.1% | -9.5% | +26.6% | +16.0% |
| YTD | +84.7% | -9.2% | +93.9% | +80.6% |
| 1Y | +199.9% | -29.4% | +229.3% | +214.0% |
| 3Y | +232.8% | +139.4% | +93.3% | +103.0% |
| All | +202.8% | +179.8% | +23.0% | +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 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