+60.6%
SCHW vs AXON
+161.3%
-100.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.1% |
| 7D | -2.8% | -11.0% | +8.3% | -1.2% |
| 30D | -0.1% | -24.7% | +24.7% | +3.8% |
| 3M | +20.6% | +7.0% | +13.6% | +18.2% |
| 6M | +15.9% | -9.6% | +25.6% | +15.8% |
| YTD | +8.5% | -15.7% | +24.2% | +8.9% |
| 1Y | +17.8% | -35.9% | +53.8% | +23.1% |
| 3Y | +88.5% | +123.0% | -34.5% | +49.7% |
| 5Y | +60.6% | +166.3% | -105.7% | +15.6% |
| All | +60.6% | +161.3% | -100.6% | +15.6% |
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