+64.6%
EMR vs AXON
+140.4%
-75.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +2.2% |
| 7D | -1.5% | -14.2% | +12.6% | +0.2% |
| 30D | -5.6% | -15.4% | +9.8% | -4.0% |
| 3M | +7.9% | +0.5% | +7.5% | +7.4% |
| 6M | +6.0% | -9.5% | +15.5% | +6.8% |
| YTD | +16.4% | -9.2% | +25.6% | +16.6% |
| 1Y | +16.6% | -29.4% | +46.0% | +20.7% |
| All | +64.6% | +140.4% | -75.8% | +36.2% |
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