+10,989.7%
AXON vs SCHG
+1,145.2%
+9,844.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.2% |
| 7D | -14.2% | -0.7% | -13.5% | -13.3% |
| 30D | -15.4% | +0.2% | -15.6% | -15.3% |
| 3M | +0.5% | +2.2% | -1.8% | -1.1% |
| 6M | -9.5% | +15.0% | -24.5% | -21.5% |
| YTD | -9.2% | +9.2% | -18.4% | -16.3% |
| 1Y | -29.4% | +15.7% | -45.1% | -38.8% |
| 3Y | +139.4% | +87.3% | +52.1% | +20.9% |
| 5Y | +178.9% | +84.5% | +94.4% | +43.1% |
| 10Y | +1,840.8% | +448.7% | +1,392.1% | +177.5% |
| All | +10,989.7% | +1,145.2% | +9,844.5% | +519.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling