+882.2%
SCHW vs AXON
+101,343.3%
-100,461.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.3% |
| 7D | -0.8% | -14.2% | +13.4% | +1.5% |
| 30D | +1.5% | -15.4% | +16.9% | +3.6% |
| 3M | +24.6% | +0.5% | +24.1% | +23.1% |
| 6M | +14.5% | -9.5% | +24.0% | +14.2% |
| YTD | +10.5% | -9.2% | +19.7% | +9.4% |
| 1Y | +13.4% | -29.4% | +42.7% | +16.4% |
| 3Y | +88.3% | +139.4% | -51.1% | +53.7% |
| 5Y | +62.1% | +178.9% | -116.8% | +25.6% |
| 10Y | +297.3% | +1,840.8% | -1,543.5% | +109.7% |
| All | +882.2% | +101,343.3% | -100,461.1% | +206.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling