+95.6%
AXP vs AXON
+105.6%
-10.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.8% | +7.5% | -0.6% |
| 7D | +0.4% | -12.7% | +13.1% | +2.7% |
| 30D | +7.0% | -8.6% | +15.6% | +8.5% |
| 3M | -6.6% | -37.2% | +30.6% | +0.4% |
| 6M | +3.5% | +0.5% | +2.9% | +0.9% |
| YTD | -11.2% | -32.6% | +21.5% | -7.6% |
| 1Y | -10.2% | -40.2% | +30.0% | -4.4% |
| 3Y | +120.0% | +76.1% | +44.0% | +75.9% |
| 5Y | +95.6% | +109.5% | -13.9% | +29.7% |
| All | +95.6% | +105.6% | -10.0% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling