+27.3%
NEM vs AXON
-44.3%
+71.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.3% |
| 7D | -6.4% | +0.8% | -7.2% | -6.5% |
| 30D | +1.4% | -22.8% | +24.2% | +3.1% |
| 3M | -0.7% | -48.8% | +48.0% | +4.3% |
| 6M | -4.5% | -16.3% | +11.8% | -3.5% |
| YTD | +14.0% | -44.5% | +58.5% | +20.6% |
| 1Y | +27.3% | -43.4% | +70.7% | +33.5% |
| All | +27.3% | -44.3% | +71.5% | +33.5% |
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