-24.7%
U vs AXON
+276.4%
-301.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -18.2% | +23.7% | +13.7% |
| 7D | +36.6% | -26.8% | +63.4% | +53.6% |
| 30D | +13.3% | -22.9% | +36.2% | +24.3% |
| 3M | +26.2% | -40.1% | +66.3% | +53.6% |
| 6M | +88.7% | -18.9% | +107.6% | +87.8% |
| YTD | +16.6% | -44.9% | +61.5% | +40.0% |
| 1Y | +29.0% | -46.7% | +75.6% | +57.4% |
| 3Y | +99.5% | +44.3% | +55.2% | -5.3% |
| 5Y | -66.1% | +71.4% | -137.5% | -88.4% |
| All | -24.7% | +276.4% | -301.1% | -86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling