+514.3%
EWZ vs AXON
+75,157.7%
-74,643.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.8% | +8.3% | +0.1% |
| 7D | -4.2% | -12.7% | +8.5% | -2.0% |
| 30D | -26.1% | -8.6% | -17.5% | -25.2% |
| 3M | -12.0% | -37.2% | +25.2% | -6.0% |
| 6M | -19.3% | +0.5% | -19.8% | -21.3% |
| YTD | +0.9% | -32.6% | +33.6% | +4.0% |
| 1Y | +3.4% | -40.2% | +43.6% | +8.6% |
| 3Y | +18.6% | +76.1% | -57.5% | -1.4% |
| 5Y | +56.6% | +109.5% | -52.9% | +21.7% |
| 10Y | +50.3% | +1,640.5% | -1,590.2% | -25.6% |
| All | +514.3% | +75,157.7% | -74,643.5% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling