+170.5%
AXON vs NRG
+190.8%
-20.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.5% | -2.2% |
| 7D | -3.3% | +3.9% | -7.2% | -4.3% |
| 30D | -17.8% | -3.0% | -14.9% | -17.4% |
| 3M | +8.3% | -10.9% | +19.2% | +9.4% |
| 6M | -12.4% | -25.3% | +12.9% | -8.0% |
| YTD | -13.7% | -26.8% | +13.1% | -9.5% |
| 1Y | -33.1% | -23.3% | -9.8% | -31.3% |
| 3Y | +128.2% | +208.6% | -80.4% | +45.9% |
| 5Y | +170.5% | +194.1% | -23.6% | +76.9% |
| All | +170.5% | +190.8% | -20.3% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling