-39.9%
AXON vs EMB
+0.7%
-40.6%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | -0.7% |
| 7D | +0.2% | +0.7% | -0.5% | -1.5% |
| 30D | +3.0% | +2.3% | +0.7% | -2.5% |
| 3M | -30.1% | -2.5% | -27.6% | -25.4% |
| 6M | +7.7% | -1.1% | +8.8% | +12.1% |
| YTD | -25.3% | -0.6% | -24.7% | -25.1% |
| 1Y | -39.9% | +0.6% | -40.6% | -42.1% |
| All | -39.9% | +0.7% | -40.6% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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