+1,046.6%
AXON vs SHAK
+97.6%
+949.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +1.8% |
| 7D | +0.8% | +4.3% | -3.5% | -0.6% |
| 30D | -22.8% | +9.0% | -31.8% | -25.0% |
| 3M | -48.8% | +1.8% | -50.6% | -49.3% |
| 6M | -16.3% | +17.3% | -33.6% | -21.4% |
| YTD | -44.5% | -7.6% | -36.8% | -46.1% |
| 1Y | -43.4% | -16.9% | -26.5% | -43.4% |
| 3Y | +44.3% | +35.1% | +9.2% | +13.5% |
| 5Y | +85.1% | -11.3% | +96.4% | +59.0% |
| All | +1,046.6% | +97.6% | +949.0% | +570.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling