-39.9%
AXON vs SHAK
-21.2%
-18.7%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +1.6% |
| 7D | +0.2% | +8.3% | -8.1% | -0.3% |
| 30D | +3.0% | +16.7% | -13.7% | +1.9% |
| 3M | -30.1% | +10.0% | -40.1% | -30.4% |
| 6M | +7.7% | -23.8% | +31.5% | +6.4% |
| YTD | -25.3% | -10.3% | -15.0% | -28.6% |
| 1Y | -39.9% | -22.9% | -17.0% | -41.4% |
| All | -39.9% | -21.2% | -18.7% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling