+135.4%
AXON vs EOSE
+36.5%
+98.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.8% | -12.8% | -2.4% |
| 7D | -2.5% | +41.4% | -43.9% | -3.8% |
| 30D | -11.5% | +3.6% | -15.1% | -11.7% |
| 3M | +7.3% | -35.7% | +43.0% | +8.2% |
| 6M | -11.9% | -29.9% | +17.9% | -11.8% |
| YTD | -11.0% | -62.5% | +51.5% | -9.4% |
| 1Y | -31.8% | -37.4% | +5.7% | -32.4% |
| 3Y | +135.4% | +55.8% | +79.6% | +114.9% |
| All | +135.4% | +36.5% | +98.9% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 3y: compounded portfolio wealth divided by compounded EOSE 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…
3y analysis · Full analysis span regression · 6 months rolling