+154.6%
NEM vs AXON
+179.8%
-25.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -1.6% |
| 7D | +0.3% | -14.2% | +14.5% | +1.1% |
| 30D | +23.1% | -15.4% | +38.5% | +24.0% |
| 3M | +18.5% | +0.5% | +18.0% | +18.3% |
| 6M | +7.8% | -9.5% | +17.3% | +8.2% |
| YTD | +29.1% | -9.2% | +38.3% | +29.0% |
| 1Y | +72.7% | -29.4% | +102.0% | +74.3% |
| 3Y | +248.7% | +139.4% | +109.3% | +231.2% |
| All | +154.6% | +179.8% | -25.2% | +128.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling