+65,669.6%
AXON vs EWJ
+216.6%
+65,452.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.7% |
| 7D | -27.4% | -2.4% | -25.0% | -26.0% |
| 30D | -28.5% | -7.6% | -20.8% | -23.9% |
| 3M | -49.3% | -5.9% | -43.4% | -46.9% |
| 6M | -25.0% | -1.5% | -23.6% | -24.9% |
| YTD | -46.7% | +12.6% | -59.3% | -52.1% |
| 1Y | -48.3% | +12.7% | -60.9% | -53.6% |
| 3Y | +38.8% | +63.1% | -24.3% | -8.3% |
| 5Y | +77.7% | +48.2% | +29.5% | +27.3% |
| 10Y | +1,028.0% | +123.1% | +904.9% | +499.3% |
| All | +65,669.6% | +216.6% | +65,452.9% | +28,033.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling