-29.4%
AXON vs NRG
-18.6%
-10.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.4% | -10.6% | -4.4% |
| 7D | -14.2% | +7.1% | -21.3% | -14.4% |
| 30D | -15.4% | -1.4% | -14.0% | -15.4% |
| 3M | +0.5% | -10.5% | +10.9% | 0.0% |
| 6M | -9.5% | -26.7% | +17.2% | -8.1% |
| YTD | -9.2% | -24.5% | +15.3% | -9.9% |
| 1Y | -29.4% | -18.6% | -10.8% | -30.7% |
| All | -29.4% | -18.6% | -10.8% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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