+72.7%
NEM vs AXON
-28.9%
+101.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -1.6% |
| 7D | +0.3% | -14.2% | +14.5% | +0.9% |
| 30D | +23.1% | -15.4% | +38.5% | +23.5% |
| 3M | +18.5% | +0.5% | +18.0% | +19.1% |
| 6M | +7.8% | -9.5% | +17.3% | +10.2% |
| YTD | +29.1% | -9.2% | +38.3% | +28.6% |
| 1Y | +72.7% | -29.4% | +102.0% | +65.4% |
| All | +72.7% | -28.9% | +101.6% | +65.4% |
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