+77.2%
AXON vs EXPE
+43.3%
+33.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -4.9% | -13.3% | -16.4% |
| 7D | -26.8% | -9.3% | -17.5% | -24.1% |
| 30D | -22.9% | +0.1% | -23.1% | -22.9% |
| 3M | -40.1% | -15.3% | -24.8% | -36.8% |
| 6M | -18.9% | +5.5% | -24.4% | -20.6% |
| YTD | -44.9% | -8.0% | -36.9% | -44.2% |
| 1Y | -46.7% | +18.9% | -65.6% | -50.7% |
| 3Y | +44.3% | +135.5% | -91.2% | -1.4% |
| All | +77.2% | +43.3% | +33.9% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling