+8.1%
EWZ vs AXON
-40.7%
+48.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.7% |
| 7D | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | -25.0% | +3.0% | -28.0% | -24.9% |
| 3M | -10.6% | -30.1% | +19.5% | -10.6% |
| 6M | -16.6% | +7.7% | -24.3% | -17.0% |
| YTD | +2.5% | -25.3% | +27.8% | +1.3% |
| 1Y | +8.1% | -39.9% | +48.0% | +6.2% |
| All | +8.1% | -40.7% | +48.8% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling