+1,304.8%
AXON vs EXPD
+304.0%
+1,000.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.3% | -15.9% | -17.2% |
| 7D | -26.8% | -7.2% | -19.7% | -24.3% |
| 30D | -22.9% | -3.3% | -19.6% | -21.6% |
| 3M | -40.1% | +3.4% | -43.5% | -41.0% |
| 6M | -18.9% | +22.7% | -41.6% | -26.2% |
| YTD | -44.9% | +24.5% | -69.4% | -51.1% |
| 1Y | -46.7% | +38.6% | -85.3% | -55.1% |
| 3Y | +44.3% | +71.5% | -27.2% | +5.0% |
| 5Y | +71.4% | +56.2% | +15.1% | +28.1% |
| All | +1,304.8% | +304.0% | +1,000.8% | +551.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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