+65,808.7%
AXON vs EME
+7,122.3%
+58,686.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.3% | -10.4% | -6.5% |
| 7D | -28.7% | -4.4% | -24.4% | -27.9% |
| 30D | -28.3% | -17.3% | -11.1% | -22.6% |
| 3M | -46.9% | -20.0% | -26.9% | -42.2% |
| 6M | -24.9% | -29.1% | +4.2% | -15.3% |
| YTD | -46.6% | +6.9% | -53.6% | -51.6% |
| 1Y | -49.7% | +0.8% | -50.4% | -53.1% |
| 3Y | +40.6% | +214.4% | -173.8% | -28.1% |
| 5Y | +71.9% | +404.2% | -332.3% | -31.4% |
| 10Y | +1,180.9% | +941.9% | +238.9% | +225.7% |
| All | +65,808.7% | +7,122.3% | +58,686.4% | +7,256.2% |
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