+1,304.8%
AXON vs EMB
+28.3%
+1,276.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | 0.0% | -18.2% | -18.2% |
| 7D | -26.8% | -0.1% | -26.7% | -26.7% |
| 30D | -22.9% | +1.3% | -24.2% | -24.1% |
| 3M | -40.1% | -2.7% | -37.4% | -37.5% |
| 6M | -18.9% | -2.8% | -16.1% | -15.0% |
| YTD | -44.9% | -1.1% | -43.8% | -43.6% |
| 1Y | -46.7% | 0.0% | -46.7% | -46.2% |
| 3Y | +44.3% | +28.8% | +15.5% | +3.4% |
| 5Y | +71.4% | +6.0% | +65.4% | +64.4% |
| All | +1,304.8% | +28.3% | +1,276.6% | +1,172.6% |
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