+80.2%
AXON vs EMB
+7.3%
+72.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -1.5% |
| 7D | -19.7% | -0.7% | -19.0% | -19.0% |
| 30D | -25.7% | +0.5% | -26.2% | -26.1% |
| 3M | -48.8% | -2.5% | -46.3% | -46.8% |
| 6M | -22.0% | -2.0% | -20.0% | -19.3% |
| YTD | -45.9% | -0.9% | -45.1% | -44.9% |
| 1Y | -46.1% | -0.3% | -45.8% | -45.4% |
| 3Y | +40.9% | +29.2% | +11.7% | +3.9% |
| 5Y | +80.2% | +7.4% | +72.8% | +69.1% |
| All | +80.2% | +7.3% | +72.9% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling