+1,304.8%
AXON vs EAT
+378.4%
+926.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.9% | -15.3% | -17.5% |
| 7D | -26.8% | -2.6% | -24.2% | -26.2% |
| 30D | -22.9% | +11.5% | -34.4% | -25.1% |
| 3M | -40.1% | -9.1% | -31.0% | -39.1% |
| 6M | -18.9% | +40.4% | -59.3% | -27.0% |
| YTD | -44.9% | +43.9% | -88.8% | -51.4% |
| 1Y | -46.7% | +101.9% | -148.6% | -57.4% |
| 3Y | +44.3% | +489.9% | -445.5% | -17.0% |
| 5Y | +71.4% | +362.6% | -291.3% | +0.3% |
| All | +1,304.8% | +378.4% | +926.5% | +565.6% |
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