+111.1%
AXP vs AXON
+140.4%
-29.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.5% |
| 7D | -2.1% | -14.2% | +12.0% | -0.1% |
| 30D | -6.5% | -15.4% | +8.9% | -4.7% |
| 3M | +4.6% | +0.5% | +4.2% | +3.6% |
| 6M | +5.4% | -9.5% | +14.9% | +5.5% |
| YTD | -11.1% | -9.2% | -1.9% | -11.6% |
| 1Y | -0.3% | -29.4% | +29.1% | +2.8% |
| All | +111.1% | +140.4% | -29.3% | +71.4% |
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