+44.3%
AXON vs NSC
+74.1%
-29.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.8% | -15.4% | -17.4% |
| 7D | -26.8% | -6.6% | -20.2% | -25.3% |
| 30D | -22.9% | +2.2% | -25.1% | -22.9% |
| 3M | -40.1% | -6.2% | -33.9% | -38.9% |
| 6M | -18.9% | +1.7% | -20.6% | -19.2% |
| YTD | -44.9% | +12.2% | -57.1% | -46.9% |
| 1Y | -46.7% | +15.4% | -62.1% | -49.2% |
| 3Y | +44.3% | +73.3% | -29.0% | +15.0% |
| All | +44.3% | +74.1% | -29.7% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling