+119.7%
AXP vs AXON
+74.4%
+45.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.8% | +7.5% | -0.9% |
| 7D | +0.4% | -12.7% | +13.1% | +2.2% |
| 30D | +7.0% | -8.6% | +15.6% | +8.2% |
| 3M | -6.6% | -37.2% | +30.6% | -1.1% |
| 6M | +3.5% | +0.5% | +2.9% | +1.5% |
| YTD | -11.2% | -32.6% | +21.5% | -8.2% |
| 1Y | -10.2% | -40.2% | +30.0% | -5.5% |
| All | +119.7% | +74.4% | +45.3% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling