+38.4%
AXON vs SHAK
+38.1%
+0.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -27.4% | +8.2% | -35.6% | -28.3% |
| 30D | -28.5% | +13.5% | -41.9% | -30.0% |
| 3M | -49.3% | +6.2% | -55.5% | -49.9% |
| 6M | -25.0% | +8.2% | -33.2% | -26.3% |
| YTD | -46.7% | -6.5% | -40.2% | -47.9% |
| 1Y | -48.3% | -19.2% | -29.1% | -47.9% |
| All | +38.4% | +38.1% | +0.3% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling