+1,846.0%
AXON vs EWJ
+138.2%
+1,707.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.2% |
| 7D | -3.3% | +1.0% | -4.3% | -4.1% |
| 30D | -17.8% | +1.0% | -18.8% | -18.6% |
| 3M | +8.3% | +7.2% | +1.1% | +0.8% |
| 6M | -12.4% | +13.9% | -26.2% | -23.0% |
| YTD | -13.7% | +20.8% | -34.5% | -28.6% |
| 1Y | -33.1% | +26.4% | -59.4% | -47.1% |
| 3Y | +128.2% | +71.8% | +56.5% | +29.4% |
| 5Y | +170.5% | +49.9% | +120.6% | +76.9% |
| 10Y | +1,846.0% | +140.0% | +1,706.0% | +707.0% |
| All | +1,846.0% | +138.2% | +1,707.7% | +707.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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