+1,046.6%
AXON vs EMB
+36.5%
+1,010.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +3.1% |
| 7D | +0.8% | -0.9% | +1.7% | +2.1% |
| 30D | -22.8% | +0.4% | -23.1% | -23.0% |
| 3M | -48.8% | -3.1% | -45.6% | -46.1% |
| 6M | -16.3% | -2.1% | -14.2% | -13.0% |
| YTD | -44.5% | -1.1% | -43.4% | -43.1% |
| 1Y | -43.4% | -0.1% | -43.3% | -42.9% |
| 3Y | +44.3% | +29.6% | +14.7% | 0.0% |
| 5Y | +85.1% | +7.2% | +77.9% | +75.2% |
| All | +1,046.6% | +36.5% | +1,010.1% | +797.1% |
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 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