+170.5%
AXON vs SHAK
-25.9%
+196.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.5% | -1.4% |
| 7D | -3.3% | -7.2% | +3.9% | -1.4% |
| 30D | -17.8% | -11.8% | -6.0% | -15.1% |
| 3M | +8.3% | +17.2% | -8.9% | +3.7% |
| 6M | -12.4% | -34.1% | +21.8% | -5.4% |
| YTD | -13.7% | -22.4% | +8.7% | -11.9% |
| 1Y | -33.1% | -35.9% | +2.9% | -27.9% |
| 3Y | +128.2% | -3.4% | +131.6% | +94.5% |
| 5Y | +170.5% | -25.4% | +195.9% | +136.5% |
| All | +170.5% | -25.9% | +196.4% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling