+291.3%
NEM vs AXON
+1,845.5%
-1,554.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | +3.9% | -2.5% | +6.3% | +4.0% |
| 30D | +12.7% | -11.5% | +24.2% | +13.3% |
| 3M | +28.7% | +7.3% | +21.4% | +28.0% |
| 6M | +9.8% | -11.9% | +21.7% | +10.0% |
| YTD | +28.1% | -11.0% | +39.1% | +28.0% |
| 1Y | +69.3% | -31.8% | +101.1% | +70.9% |
| 3Y | +247.7% | +135.4% | +112.3% | +231.2% |
| 5Y | +153.4% | +176.9% | -23.5% | +138.6% |
| 10Y | +291.3% | +1,854.5% | -1,563.2% | +247.2% |
| All | +291.3% | +1,845.5% | -1,554.2% | +247.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling