+41.2%
USB vs AXON
+179.8%
-138.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.2% |
| 7D | +1.4% | -14.2% | +15.6% | +3.2% |
| 30D | -1.3% | -15.4% | +14.1% | +0.2% |
| 3M | +15.2% | +0.5% | +14.8% | +14.2% |
| 6M | +18.8% | -9.5% | +28.3% | +18.8% |
| YTD | +21.0% | -9.2% | +30.2% | +20.4% |
| 1Y | +34.0% | -29.4% | +63.4% | +37.4% |
| 3Y | +95.3% | +139.4% | -44.1% | +61.4% |
| All | +41.2% | +179.8% | -138.7% | +9.2% |
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