+407.0%
AXP vs AXON
+1,058.0%
-651.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.3% |
| 7D | -0.1% | +0.8% | -0.9% | -0.3% |
| 30D | +4.4% | -22.8% | +27.2% | +9.0% |
| 3M | -6.4% | -48.8% | +42.3% | +5.0% |
| 6M | +4.2% | -16.3% | +20.4% | +4.9% |
| YTD | -12.4% | -44.5% | +32.1% | -5.7% |
| 1Y | -11.1% | -43.4% | +32.3% | -4.8% |
| 3Y | +114.9% | +44.3% | +70.6% | +81.3% |
| 5Y | +87.4% | +85.1% | +2.3% | +43.9% |
| All | +407.0% | +1,058.0% | -651.0% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 10y: compounded portfolio wealth divided by compounded AXON 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…
10y analysis · Full analysis span regression · 6 months rolling