+26.1%
USB vs AXON
+127.9%
-101.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.7% |
| 7D | +2.4% | +0.2% | +2.2% | +2.4% |
| 30D | +6.6% | +3.0% | +3.6% | +6.1% |
| 3M | -4.1% | -30.1% | +26.1% | -0.6% |
| 6M | +12.5% | +7.7% | +4.7% | +9.8% |
| YTD | +17.6% | -25.3% | +42.9% | +19.5% |
| 1Y | +36.5% | -39.9% | +76.4% | +42.6% |
| 3Y | +95.4% | +95.2% | +0.1% | +64.2% |
| 5Y | +26.1% | +129.9% | -103.7% | -2.7% |
| All | +26.1% | +127.9% | -101.8% | -2.7% |
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