-61.1%
NKE vs AXON
+40.7%
-101.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.2% | -1.3% |
| 7D | -4.6% | -19.7% | +15.2% | -3.0% |
| 30D | +6.9% | -25.7% | +32.6% | +9.2% |
| 3M | -5.8% | -48.8% | +43.0% | -1.3% |
| 6M | -9.1% | -22.0% | +12.9% | -7.6% |
| YTD | -39.2% | -45.9% | +6.8% | -37.3% |
| 1Y | -39.2% | -46.1% | +6.8% | -37.4% |
| All | -61.1% | +40.7% | -101.8% | -62.9% |
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 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