+1,304.8%
AXON vs EXEL
+461.0%
+843.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.3% | -19.4% | -18.5% |
| 7D | -26.8% | +0.3% | -27.1% | -26.9% |
| 30D | -22.9% | +19.0% | -42.0% | -25.8% |
| 3M | -40.1% | +33.3% | -73.4% | -43.8% |
| 6M | -18.9% | +42.9% | -61.7% | -25.1% |
| YTD | -44.9% | +58.7% | -103.6% | -50.5% |
| 1Y | -46.7% | +70.5% | -117.2% | -52.9% |
| 3Y | +44.3% | +233.8% | -189.5% | +5.8% |
| 5Y | +71.4% | +259.3% | -188.0% | +21.8% |
| All | +1,304.8% | +461.0% | +843.8% | +715.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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