+85.6%
SCHW vs AXON
+128.5%
-42.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | 0.0% |
| 7D | -1.6% | -3.3% | +1.8% | -1.2% |
| 30D | -1.1% | -17.8% | +16.8% | +0.9% |
| 3M | +20.4% | +8.3% | +12.1% | +18.5% |
| 6M | +13.6% | -12.4% | +26.0% | +14.1% |
| YTD | +7.7% | -13.7% | +21.4% | +7.8% |
| 1Y | +15.2% | -33.1% | +48.3% | +18.5% |
| All | +85.6% | +128.5% | -42.9% | +45.9% |
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