+182.3%
AXON vs EXPD
+61.6%
+120.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.5% |
| 7D | -14.2% | -1.1% | -13.0% | -13.8% |
| 30D | -15.4% | +4.1% | -19.5% | -16.5% |
| 3M | +0.5% | +17.9% | -17.4% | -5.0% |
| 6M | -9.5% | +29.2% | -38.7% | -17.4% |
| YTD | -9.2% | +27.4% | -36.6% | -17.7% |
| 1Y | -29.4% | +56.8% | -86.2% | -41.4% |
| 3Y | +139.4% | +68.0% | +71.4% | +86.5% |
| All | +182.3% | +61.6% | +120.7% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling