+117.0%
AXP vs AXON
+179.8%
-62.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.4% |
| 7D | -2.1% | -14.2% | +12.0% | +0.4% |
| 30D | -6.5% | -15.4% | +8.9% | -4.3% |
| 3M | +4.6% | +0.5% | +4.2% | +3.3% |
| 6M | +5.4% | -9.5% | +14.9% | +5.3% |
| YTD | -11.1% | -9.2% | -1.9% | -11.8% |
| 1Y | -0.3% | -29.4% | +29.1% | +3.3% |
| 3Y | +111.6% | +139.4% | -27.8% | +62.1% |
| All | +117.0% | +179.8% | -62.8% | +43.6% |
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