+1,874.2%
AXON vs EAT
+392.1%
+1,482.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.3% |
| 7D | -14.2% | 0.0% | -14.2% | -14.2% |
| 30D | -15.4% | +1.9% | -17.3% | -16.4% |
| 3M | +0.5% | +68.7% | -68.2% | -13.4% |
| 6M | -9.5% | +66.9% | -76.4% | -22.8% |
| YTD | -9.2% | +60.4% | -69.6% | -22.0% |
| 1Y | -29.4% | +44.0% | -73.4% | -38.1% |
| 3Y | +139.4% | +604.7% | -465.3% | +31.2% |
| 5Y | +178.9% | +347.0% | -168.1% | +64.1% |
| All | +1,874.2% | +392.1% | +1,482.1% | +816.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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