+77.2%
AXON vs PLUG
-96.4%
+173.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +7.4% | -25.6% | -19.0% |
| 7D | -26.8% | +5.8% | -32.7% | -27.5% |
| 30D | -22.9% | -18.5% | -4.4% | -21.3% |
| 3M | -40.1% | -30.0% | -10.1% | -37.8% |
| 6M | -18.9% | -56.2% | +37.3% | -12.1% |
| YTD | -44.9% | -26.4% | -18.5% | -44.7% |
| 1Y | -46.7% | -42.2% | -4.5% | -45.2% |
| 3Y | +44.3% | -76.8% | +121.2% | +47.3% |
| All | +77.2% | -96.4% | +173.6% | +193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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