+1,786.0%
AXON vs SHAK
+81.5%
+1,704.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.7% |
| 7D | -11.0% | -11.0% | -0.1% | -8.0% |
| 30D | -24.7% | -14.0% | -10.7% | -21.4% |
| 3M | +7.0% | +13.3% | -6.3% | +2.8% |
| 6M | -9.6% | -35.3% | +25.7% | -1.3% |
| YTD | -15.7% | -24.0% | +8.3% | -13.0% |
| 1Y | -35.9% | -36.7% | +0.8% | -30.3% |
| 3Y | +123.0% | -5.4% | +128.4% | +96.1% |
| 5Y | +166.3% | -24.9% | +191.2% | +138.4% |
| All | +1,786.0% | +81.5% | +1,704.5% | +947.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling