+51.1%
NEM vs AXON
-40.7%
+91.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.8% | +8.1% | +9.8% |
| 7D | +3.7% | +0.2% | +3.4% | +3.7% |
| 30D | +2.0% | +3.0% | -1.0% | +1.8% |
| 3M | +21.1% | -30.1% | +51.2% | +23.4% |
| 6M | +9.5% | +7.7% | +1.8% | +9.5% |
| YTD | +19.1% | -25.3% | +44.4% | +22.2% |
| 1Y | +51.1% | -39.9% | +91.0% | +52.3% |
| All | +51.1% | -40.7% | +91.8% | +52.3% |
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