+1,809.2%
AXON vs SHAK
+47.7%
+1,761.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | -14.2% | -0.7% | -13.5% | -13.9% |
| 30D | -15.4% | -6.6% | -8.8% | -13.7% |
| 3M | +0.5% | +30.1% | -29.6% | -6.6% |
| 6M | -9.5% | -28.7% | +19.2% | -4.4% |
| YTD | -9.2% | -14.5% | +5.3% | -9.3% |
| 1Y | -29.4% | -31.9% | +2.5% | -25.1% |
| 3Y | +139.4% | -1.0% | +140.4% | +113.4% |
| 5Y | +178.9% | -18.7% | +197.6% | +150.2% |
| 10Y | +1,840.8% | +98.1% | +1,742.7% | +1,175.3% |
| All | +1,809.2% | +47.7% | +1,761.5% | +1,213.4% |
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