+2,854.1%
AXON vs EXR
+3,113.6%
-259.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.6% | -9.2% | -9.5% |
| 7D | -12.7% | +6.8% | -19.5% | -15.5% |
| 30D | -8.6% | +19.6% | -28.2% | -16.3% |
| 3M | -37.2% | +8.0% | -45.2% | -39.6% |
| 6M | +0.5% | +17.2% | -16.6% | -7.3% |
| YTD | -32.6% | +27.2% | -59.9% | -40.5% |
| 1Y | -40.2% | +26.1% | -66.2% | -47.0% |
| 3Y | +76.1% | +70.7% | +5.4% | +27.3% |
| 5Y | +109.5% | +1.0% | +108.5% | +92.5% |
| 10Y | +1,640.5% | +227.1% | +1,413.4% | +677.4% |
| All | +2,854.1% | +3,113.6% | -259.4% | +239.8% |
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