-74.0%
NKE vs AXON
+177.9%
-252.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.5% |
| 7D | -0.1% | -2.5% | +2.4% | +0.3% |
| 30D | -7.7% | -11.5% | +3.8% | -6.0% |
| 3M | -10.9% | +7.3% | -18.2% | -12.9% |
| 6M | -31.9% | -11.9% | -19.9% | -31.7% |
| YTD | -38.6% | -11.0% | -27.6% | -38.9% |
| 1Y | -46.9% | -31.8% | -15.2% | -44.8% |
| 3Y | -58.2% | +135.4% | -193.6% | -70.9% |
| 5Y | -74.0% | +176.9% | -250.9% | -85.0% |
| All | -74.0% | +177.9% | -252.0% | -85.0% |
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 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