+1,020.1%
AXON vs SHAK
+61.5%
+958.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | -27.4% | +8.2% | -35.6% | -29.1% |
| 30D | -28.5% | +13.5% | -41.9% | -31.2% |
| 3M | -49.3% | +6.2% | -55.5% | -50.4% |
| 6M | -25.0% | +8.2% | -33.2% | -27.7% |
| YTD | -46.7% | -6.5% | -40.2% | -48.3% |
| 1Y | -48.3% | -19.2% | -29.1% | -47.8% |
| 3Y | +38.8% | +37.9% | +0.9% | +11.9% |
| 5Y | +77.7% | -9.5% | +87.2% | +55.3% |
| 10Y | +1,028.0% | +106.2% | +921.8% | +626.8% |
| All | +1,020.1% | +61.5% | +958.6% | +648.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling