+56.6%
EWZ vs AXON
+105.6%
-49.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.8% | +8.3% | -0.8% |
| 7D | -4.2% | -12.7% | +8.5% | -3.3% |
| 30D | -26.1% | -8.6% | -17.5% | -25.7% |
| 3M | -12.0% | -37.2% | +25.2% | -9.4% |
| 6M | -19.3% | +0.5% | -19.8% | -20.5% |
| YTD | +0.9% | -32.6% | +33.6% | +2.4% |
| 1Y | +3.4% | -40.2% | +43.6% | +6.0% |
| 3Y | +18.6% | +76.1% | -57.5% | +5.4% |
| 5Y | +56.6% | +109.5% | -52.9% | +22.1% |
| All | +56.6% | +105.6% | -49.0% | +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 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