-48.3%
AXON vs EXPE
-2.5%
-45.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.8% |
| 7D | -27.4% | -11.2% | -16.2% | -23.0% |
| 30D | -28.5% | -7.5% | -21.0% | -25.9% |
| 3M | -49.3% | -19.1% | -30.2% | -44.5% |
| 6M | -25.0% | +10.7% | -35.8% | -28.5% |
| YTD | -46.7% | -9.9% | -36.8% | -47.2% |
| 1Y | -48.3% | -4.6% | -43.6% | -49.8% |
| All | -48.3% | -2.5% | -45.7% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling