+67,943.5%
AXON vs PHM
+1,534.2%
+66,409.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.0% | -16.2% | -17.5% |
| 7D | -26.8% | +6.2% | -33.0% | -28.3% |
| 30D | -22.9% | +17.9% | -40.9% | -27.2% |
| 3M | -40.1% | +2.5% | -42.6% | -40.6% |
| 6M | -18.9% | +10.8% | -29.7% | -21.9% |
| YTD | -44.9% | +13.7% | -58.6% | -47.9% |
| 1Y | -46.7% | +12.4% | -59.0% | -49.5% |
| 3Y | +44.3% | +65.6% | -21.3% | +13.6% |
| 5Y | +71.4% | +175.3% | -104.0% | +10.3% |
| 10Y | +1,324.0% | +713.9% | +610.1% | +479.5% |
| All | +67,943.5% | +1,534.2% | +66,409.3% | +16,610.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling