+176.9%
AXON vs EWJ
+51.7%
+125.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.7% |
| 7D | -2.5% | +2.9% | -5.4% | -4.5% |
| 30D | -11.5% | +1.1% | -12.6% | -12.3% |
| 3M | +7.3% | +7.1% | +0.2% | +1.1% |
| 6M | -11.9% | +16.2% | -28.1% | -22.5% |
| YTD | -11.0% | +22.0% | -33.0% | -25.0% |
| 1Y | -31.8% | +26.2% | -58.0% | -44.2% |
| 3Y | +135.4% | +73.5% | +61.9% | +39.2% |
| 5Y | +176.9% | +52.7% | +124.2% | +79.0% |
| All | +176.9% | +51.7% | +125.1% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling