+66.5%
AXON vs EXE
+151.8%
-85.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.9% | -17.3% | -18.1% |
| 7D | -26.8% | -6.6% | -20.3% | -26.2% |
| 30D | -22.9% | -4.0% | -18.9% | -22.6% |
| 3M | -40.1% | -7.5% | -32.6% | -39.6% |
| 6M | -18.9% | -11.7% | -7.2% | -17.9% |
| YTD | -44.9% | -22.0% | -22.9% | -43.5% |
| 1Y | -46.7% | -21.8% | -24.9% | -45.4% |
| 3Y | +44.3% | +8.0% | +36.3% | +41.8% |
| 5Y | +71.4% | +62.3% | +9.1% | +70.6% |
| All | +66.5% | +151.8% | -85.3% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling