-58.6%
NKE vs AXON
+128.5%
-187.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.7% |
| 7D | -2.3% | -3.3% | +1.0% | -2.1% |
| 30D | -10.4% | -17.8% | +7.5% | -9.1% |
| 3M | -15.5% | +8.3% | -23.7% | -16.2% |
| 6M | -32.6% | -12.4% | -20.3% | -32.8% |
| YTD | -39.8% | -13.7% | -26.1% | -40.0% |
| 1Y | -47.6% | -33.1% | -14.5% | -46.9% |
| All | -58.6% | +128.5% | -187.1% | -66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling