+62.3%
NEM vs AXON
-35.0%
+97.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.9% |
| 7D | -3.3% | -11.0% | +7.7% | -2.7% |
| 30D | +7.8% | -24.7% | +32.6% | +9.1% |
| 3M | +36.3% | +7.0% | +29.3% | +36.7% |
| 6M | +6.6% | -9.6% | +16.2% | +8.9% |
| YTD | +27.1% | -15.7% | +42.8% | +27.0% |
| 1Y | +62.3% | -35.9% | +98.3% | +55.8% |
| All | +62.3% | -35.0% | +97.3% | +55.8% |
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 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