+112,002.2%
AXON vs EME
+8,238.1%
+103,764.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -5.0% |
| 7D | -14.2% | +1.9% | -16.0% | -14.9% |
| 30D | -15.4% | -8.3% | -7.1% | -12.2% |
| 3M | +0.5% | -10.7% | +11.2% | +3.3% |
| 6M | -9.5% | +1.9% | -11.4% | -13.7% |
| YTD | -9.2% | +23.5% | -32.7% | -21.9% |
| 1Y | -29.4% | +18.0% | -47.3% | -38.9% |
| 3Y | +139.4% | +236.1% | -96.7% | +20.2% |
| 5Y | +178.9% | +527.9% | -349.0% | +1.1% |
| 10Y | +1,840.8% | +1,252.8% | +588.0% | +340.0% |
| All | +112,002.2% | +8,238.1% | +103,764.1% | +11,768.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 all: compounded portfolio wealth divided by compounded EME 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…
all analysis · Full analysis span regression · 6 months rolling