+44.7%
EWZ vs AXON
+140.4%
-95.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.5% |
| 7D | +6.5% | -14.2% | +20.7% | +7.3% |
| 30D | +4.8% | -15.4% | +20.2% | +5.6% |
| 3M | +9.9% | +0.5% | +9.4% | +9.3% |
| 6M | +1.9% | -9.5% | +11.4% | +2.1% |
| YTD | +20.3% | -9.2% | +29.5% | +19.9% |
| 1Y | +35.6% | -29.4% | +65.0% | +37.7% |
| All | +44.7% | +140.4% | -95.7% | +22.1% |
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