-43.4%
AXON vs EMB
-0.6%
-42.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +3.3% |
| 7D | +0.8% | -0.9% | +1.7% | +3.1% |
| 30D | -22.8% | +0.4% | -23.1% | -23.2% |
| 3M | -48.8% | -3.1% | -45.6% | -44.2% |
| 6M | -16.3% | -2.1% | -14.2% | -10.4% |
| YTD | -44.5% | -1.1% | -43.4% | -43.3% |
| 1Y | -43.4% | -0.1% | -43.3% | -44.5% |
| All | -43.4% | -0.6% | -42.8% | -44.5% |
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