+146.9%
NEM vs AXON
+71.5%
+75.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -18.2% | +19.2% | +2.0% |
| 7D | +13.4% | -26.8% | +40.2% | +15.2% |
| 30D | +6.5% | -22.9% | +29.4% | +7.8% |
| 3M | +14.9% | -40.1% | +55.0% | +18.0% |
| 6M | +5.5% | -18.9% | +24.4% | +6.2% |
| YTD | +21.9% | -44.9% | +66.8% | +24.9% |
| 1Y | +47.9% | -46.7% | +94.6% | +51.7% |
| 3Y | +238.2% | +44.3% | +193.8% | +228.8% |
| All | +146.9% | +71.5% | +75.4% | +127.7% |
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