+33.5%
EXC vs AXON
+44.5%
-11.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.4% | +1.4% |
| 7D | +1.4% | +0.8% | +0.6% | +1.4% |
| 30D | +8.6% | -22.8% | +31.3% | +8.3% |
| 3M | +2.4% | -48.8% | +51.2% | +1.5% |
| 6M | +6.5% | -16.3% | +22.8% | +6.7% |
| YTD | +9.0% | -44.5% | +53.5% | +8.8% |
| 1Y | +4.6% | -43.4% | +48.0% | +4.3% |
| 3Y | +33.5% | +44.3% | -10.8% | +28.7% |
| All | +33.5% | +44.5% | -11.0% | +28.7% |
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