+44.3%
AXON vs EXE
+3.8%
+40.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.9% | -17.3% | -18.0% |
| 7D | -26.8% | -6.6% | -20.3% | -26.0% |
| 30D | -22.9% | -4.0% | -18.9% | -22.4% |
| 3M | -40.1% | -7.5% | -32.6% | -39.5% |
| 6M | -18.9% | -11.7% | -7.2% | -17.4% |
| YTD | -44.9% | -22.0% | -22.9% | -42.7% |
| 1Y | -46.7% | -21.8% | -24.9% | -44.8% |
| 3Y | +44.3% | +8.0% | +36.3% | +37.8% |
| All | +44.3% | +3.8% | +40.5% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 3y: compounded portfolio wealth divided by compounded EXE 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…
3y analysis · Full analysis span regression · 6 months rolling