+426.5%
AXON vs EOSE
-61.3%
+487.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +10.9% | -15.0% | -4.8% |
| 7D | -14.2% | +19.0% | -33.2% | -15.2% |
| 30D | -15.4% | +1.6% | -17.0% | -15.7% |
| 3M | +0.5% | -52.0% | +52.5% | +4.0% |
| 6M | -9.5% | -42.5% | +33.0% | -8.3% |
| YTD | -9.2% | -66.1% | +56.9% | -6.1% |
| 1Y | -29.4% | -47.1% | +17.8% | -29.9% |
| 3Y | +139.4% | +0.8% | +138.6% | +113.6% |
| 5Y | +178.9% | -71.7% | +250.6% | +151.1% |
| All | +426.5% | -61.3% | +487.8% | +364.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling