+311.3%
EMR vs AXON
+1,304.2%
-992.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -18.2% | +18.0% | +2.8% |
| 7D | -1.6% | -26.8% | +25.3% | +3.3% |
| 30D | +2.0% | -22.9% | +24.9% | +6.0% |
| 3M | +3.8% | -40.1% | +43.9% | +12.0% |
| 6M | +10.5% | -18.9% | +29.4% | +11.7% |
| YTD | +23.7% | -44.9% | +68.6% | +32.4% |
| 1Y | +25.4% | -46.7% | +72.1% | +34.9% |
| 3Y | +86.6% | +44.3% | +42.2% | +59.8% |
| 5Y | +83.0% | +71.4% | +11.6% | +46.4% |
| All | +311.3% | +1,304.2% | -992.9% | +112.0% |
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