-75.5%
NKE vs AXON
+81.2%
-156.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.2% | -1.0% |
| 7D | -4.6% | -19.7% | +15.2% | -1.4% |
| 30D | +6.9% | -25.7% | +32.6% | +11.7% |
| 3M | -5.8% | -48.8% | +43.0% | +4.3% |
| 6M | -9.1% | -22.0% | +12.9% | -7.3% |
| YTD | -39.2% | -45.9% | +6.8% | -34.7% |
| 1Y | -39.2% | -46.1% | +6.8% | -34.9% |
| 3Y | -61.8% | +40.9% | -102.8% | -71.3% |
| 5Y | -75.5% | +80.2% | -155.7% | -84.9% |
| All | -75.5% | +81.2% | -156.7% | -84.9% |
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