-26.3%
EW vs AXON
+179.8%
-206.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.8% |
| 7D | -0.3% | -14.2% | +13.8% | +2.0% |
| 30D | +1.0% | -15.4% | +16.4% | +3.3% |
| 3M | +2.8% | +0.5% | +2.3% | +1.5% |
| 6M | +5.5% | -9.5% | +15.0% | +5.3% |
| YTD | +5.5% | -9.2% | +14.7% | +4.7% |
| 1Y | +11.0% | -29.4% | +40.4% | +14.8% |
| 3Y | +17.7% | +139.4% | -121.7% | -14.0% |
| All | -26.3% | +179.8% | -206.2% | -52.3% |
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