-39.0%
U vs AXON
+520.2%
-559.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | +1.0% |
| 7D | -3.8% | -14.2% | +10.3% | +3.3% |
| 30D | +17.5% | -15.4% | +32.8% | +24.2% |
| 3M | +38.7% | +0.5% | +38.2% | +32.5% |
| 6M | +104.4% | -9.5% | +113.9% | +101.8% |
| YTD | -5.7% | -9.2% | +3.5% | -7.3% |
| 1Y | +3.7% | -29.4% | +33.1% | +14.0% |
| 3Y | +12.3% | +139.4% | -127.1% | -56.7% |
| 5Y | -68.8% | +178.9% | -247.7% | -91.2% |
| All | -39.0% | +520.2% | -559.2% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling