-48.3%
AXON vs CHRW
-12.5%
-35.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -27.4% | -3.4% | -24.0% | -26.9% |
| 30D | -28.5% | -9.4% | -19.1% | -27.5% |
| 3M | -49.3% | -12.6% | -36.6% | -48.6% |
| 6M | -25.0% | -24.2% | -0.9% | -24.3% |
| YTD | -46.7% | -18.9% | -27.9% | -51.6% |
| 1Y | -48.3% | -13.7% | -34.6% | -54.5% |
| All | -48.3% | -12.5% | -35.8% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling