+1,874.2%
AXON vs CHRW
+163.9%
+1,710.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.5% |
| 7D | -14.2% | -1.4% | -12.8% | -13.8% |
| 30D | -15.4% | -3.5% | -11.9% | -14.6% |
| 3M | +0.5% | -19.4% | +19.9% | +5.0% |
| 6M | -9.5% | -21.4% | +11.9% | -5.1% |
| YTD | -9.2% | -7.1% | -2.1% | -9.9% |
| 1Y | -29.4% | +17.8% | -47.2% | -34.9% |
| 3Y | +139.4% | +78.8% | +60.6% | +88.4% |
| 5Y | +178.9% | +83.5% | +95.4% | +110.9% |
| All | +1,874.2% | +163.9% | +1,710.3% | +1,114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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