+135.4%
AXON vs SHAK
+1.3%
+134.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.5% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -11.5% | -5.2% | -6.2% | -10.8% |
| 3M | +7.3% | +27.3% | -20.0% | +3.7% |
| 6M | -11.9% | -27.9% | +15.9% | -9.0% |
| YTD | -11.0% | -17.0% | +6.0% | -11.1% |
| 1Y | -31.8% | -30.9% | -0.8% | -29.3% |
| 3Y | +135.4% | +3.4% | +132.0% | +119.5% |
| All | +135.4% | +1.3% | +134.1% | +119.5% |
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