-73.3%
U vs AXON
+83.1%
-156.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.5% | +4.1% |
| 7D | +2.6% | +0.8% | +1.8% | +2.1% |
| 30D | +27.6% | -22.8% | +50.3% | +39.3% |
| 3M | +15.3% | -48.8% | +64.1% | +51.2% |
| 6M | +96.4% | -16.3% | +112.7% | +93.1% |
| YTD | +19.6% | -44.5% | +64.0% | +42.3% |
| 1Y | +42.1% | -43.4% | +85.5% | +67.4% |
| 3Y | +87.5% | +44.3% | +43.3% | -20.1% |
| All | -73.3% | +83.1% | -156.4% | -93.7% |
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