-14.6%
EW vs AXON
+71.5%
-86.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -18.2% | +19.5% | +4.1% |
| 7D | +11.0% | -26.8% | +37.8% | +16.0% |
| 30D | +19.1% | -22.9% | +42.0% | +23.3% |
| 3M | +14.4% | -40.1% | +54.4% | +22.7% |
| 6M | +22.8% | -18.9% | +41.6% | +23.8% |
| YTD | +19.8% | -44.9% | +64.7% | +27.8% |
| 1Y | +23.9% | -46.7% | +70.6% | +32.8% |
| 3Y | +52.2% | +44.3% | +7.9% | +20.5% |
| All | -14.6% | +71.5% | -86.1% | -41.3% |
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