+800.4%
NEM vs AXON
+101,343.3%
-100,543.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -1.5% |
| 7D | +0.3% | -14.2% | +14.5% | +1.3% |
| 30D | +23.1% | -15.4% | +38.5% | +24.2% |
| 3M | +18.5% | +0.5% | +18.0% | +18.0% |
| 6M | +7.8% | -9.5% | +17.3% | +7.7% |
| YTD | +29.1% | -9.2% | +38.3% | +28.7% |
| 1Y | +72.7% | -29.4% | +102.0% | +74.5% |
| 3Y | +248.7% | +139.4% | +109.3% | +222.0% |
| 5Y | +148.7% | +178.9% | -30.2% | +124.5% |
| 10Y | +304.8% | +1,840.8% | -1,536.0% | +207.6% |
| All | +800.4% | +101,343.3% | -100,543.0% | +423.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling