+63.8%
EW vs AXON
+44.5%
+19.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.5% | +1.3% |
| 7D | +6.5% | -25.6% | +32.1% | +9.2% |
| 30D | +22.5% | -23.9% | +46.4% | +25.3% |
| 3M | +13.0% | -50.4% | +63.4% | +20.2% |
| 6M | +37.1% | -20.0% | +57.1% | +38.5% |
| YTD | +24.1% | -44.5% | +68.6% | +29.0% |
| 1Y | +24.2% | -44.9% | +69.1% | +29.2% |
| All | +63.8% | +44.5% | +19.3% | +39.6% |
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 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