+1,046.6%
AXON vs EXR
+216.3%
+830.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | -22.8% | +18.2% | -41.0% | -26.6% |
| 3M | -48.8% | +7.3% | -56.1% | -49.8% |
| 6M | -16.3% | +13.8% | -30.1% | -19.6% |
| YTD | -44.5% | +25.9% | -70.4% | -48.4% |
| 1Y | -43.4% | +25.8% | -69.2% | -47.4% |
| 3Y | +44.3% | +53.7% | -9.5% | +21.6% |
| 5Y | +85.1% | -1.8% | +86.9% | +78.7% |
| All | +1,046.6% | +216.3% | +830.3% | +803.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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