+1,874.2%
AXON vs EMB
+29.2%
+1,845.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -14.2% | 0.0% | -14.2% | -14.1% |
| 30D | -15.4% | -0.3% | -15.1% | -14.9% |
| 3M | +0.5% | -0.4% | +0.9% | +1.4% |
| 6M | -9.5% | +0.1% | -9.6% | -9.2% |
| YTD | -9.2% | +1.6% | -10.8% | -10.7% |
| 1Y | -29.4% | +5.6% | -35.0% | -34.1% |
| 3Y | +139.4% | +29.8% | +109.6% | +69.2% |
| 5Y | +178.9% | +7.3% | +171.6% | +162.3% |
| All | +1,874.2% | +29.2% | +1,845.0% | +1,632.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling