-29.4%
AXON vs NSC
+20.4%
-49.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.1% |
| 7D | -14.2% | -5.5% | -8.6% | -14.7% |
| 30D | -15.4% | -3.2% | -12.2% | -15.6% |
| 3M | +0.5% | +7.7% | -7.2% | +1.9% |
| 6M | -9.5% | +4.5% | -14.0% | -10.0% |
| YTD | -9.2% | +15.6% | -24.8% | -11.2% |
| 1Y | -29.4% | +19.8% | -49.2% | -30.9% |
| All | -29.4% | +20.4% | -49.7% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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