+3,882.0%
AXON vs EXR
+2,662.2%
+1,219.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.6% |
| 7D | -14.2% | -2.6% | -11.6% | -13.0% |
| 30D | -15.4% | -7.2% | -8.2% | -12.2% |
| 3M | +0.5% | -3.5% | +4.0% | +2.2% |
| 6M | -9.5% | -5.3% | -4.2% | -7.3% |
| YTD | -9.2% | +9.4% | -18.6% | -13.6% |
| 1Y | -29.4% | +1.3% | -30.7% | -30.5% |
| 3Y | +139.4% | +22.4% | +117.0% | +104.7% |
| 5Y | +178.9% | -12.2% | +191.1% | +174.1% |
| 10Y | +1,840.8% | +148.6% | +1,692.2% | +901.7% |
| All | +3,882.0% | +2,662.2% | +1,219.8% | +393.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling