+763.7%
AXON vs EQH
+230.1%
+533.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.7% |
| 7D | -11.0% | -1.8% | -9.3% | -10.3% |
| 30D | -24.7% | +2.4% | -27.2% | -25.5% |
| 3M | +7.0% | +26.3% | -19.3% | -3.8% |
| 6M | -9.6% | +35.8% | -45.5% | -21.6% |
| YTD | -15.7% | +12.7% | -28.4% | -21.1% |
| 1Y | -35.9% | +2.5% | -38.4% | -37.5% |
| 3Y | +123.0% | +98.6% | +24.4% | +59.5% |
| 5Y | +166.3% | +101.7% | +64.6% | +85.2% |
| All | +763.7% | +230.1% | +533.7% | +348.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 10y: compounded portfolio wealth divided by compounded EQH 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…
10y analysis · Full analysis span regression · 6 months rolling