+129.8%
AXON vs SCHG
+85.5%
+44.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.3% |
| 7D | -3.3% | -0.9% | -2.5% | -2.3% |
| 30D | -17.8% | -2.3% | -15.5% | -15.5% |
| 3M | +8.3% | +4.5% | +3.8% | +4.3% |
| 6M | -12.4% | +13.6% | -25.9% | -21.9% |
| YTD | -13.7% | +7.6% | -21.3% | -18.8% |
| 1Y | -33.1% | +13.0% | -46.1% | -39.7% |
| All | +129.8% | +85.5% | +44.4% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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