+1,617.1%
AXON vs EXPD
+313.3%
+1,303.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.5% | -5.4% | -7.9% |
| 7D | -12.7% | -4.8% | -7.9% | -10.8% |
| 30D | -8.6% | -1.5% | -7.1% | -7.9% |
| 3M | -37.2% | +4.1% | -41.3% | -38.4% |
| 6M | +0.5% | +24.0% | -23.5% | -9.1% |
| YTD | -32.6% | +27.4% | -60.0% | -40.9% |
| 1Y | -40.2% | +38.4% | -78.6% | -49.6% |
| 3Y | +76.1% | +73.2% | +2.9% | +27.6% |
| 5Y | +109.5% | +59.9% | +49.6% | +54.8% |
| All | +1,617.1% | +313.3% | +1,303.7% | +687.1% |
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