+914.3%
EMR vs AXON
+61,473.8%
-60,559.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -18.2% | +18.0% | +2.2% |
| 7D | -1.6% | -26.8% | +25.3% | +2.3% |
| 30D | +2.0% | -22.9% | +24.9% | +5.2% |
| 3M | +3.8% | -40.1% | +43.9% | +10.3% |
| 6M | +10.5% | -18.9% | +29.4% | +11.7% |
| YTD | +23.7% | -44.9% | +68.6% | +30.5% |
| 1Y | +25.4% | -46.7% | +72.1% | +32.8% |
| 3Y | +86.6% | +44.3% | +42.2% | +68.3% |
| 5Y | +83.0% | +71.4% | +11.6% | +57.8% |
| 10Y | +319.5% | +1,324.0% | -1,004.5% | +162.1% |
| All | +914.3% | +61,473.8% | -60,559.5% | +317.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling