+44.3%
AXON vs PHM
+59.3%
-15.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +0.8% | -4.1% | +4.9% | +1.5% |
| 30D | -22.8% | +16.1% | -38.9% | -24.6% |
| 3M | -48.8% | -2.5% | -46.3% | -48.6% |
| 6M | -16.3% | +12.9% | -29.2% | -17.0% |
| YTD | -44.5% | +9.0% | -53.5% | -45.3% |
| 1Y | -43.4% | +8.2% | -51.6% | -44.3% |
| 3Y | +44.3% | +58.4% | -14.2% | +28.4% |
| All | +44.3% | +59.3% | -15.0% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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