+88.4%
AXON vs PHM
+158.6%
-70.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +0.8% | -4.1% | +4.9% | +2.1% |
| 30D | -22.8% | +16.1% | -38.9% | -26.5% |
| 3M | -48.8% | -2.5% | -46.3% | -48.4% |
| 6M | -16.3% | +12.9% | -29.2% | -19.3% |
| YTD | -44.5% | +9.0% | -53.5% | -46.6% |
| 1Y | -43.4% | +8.2% | -51.6% | -45.6% |
| 3Y | +44.3% | +58.4% | -14.2% | +8.3% |
| All | +88.4% | +158.6% | -70.2% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling