+738.6%
SCHW vs AXON
+61,951.8%
-61,213.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.3% |
| 7D | +2.0% | +0.8% | +1.2% | +1.8% |
| 30D | -3.6% | -22.8% | +19.2% | -0.1% |
| 3M | -15.0% | -48.8% | +33.8% | -6.4% |
| 6M | +2.6% | -16.3% | +18.9% | +3.4% |
| YTD | -5.7% | -44.5% | +38.8% | +0.2% |
| 1Y | -0.9% | -43.4% | +42.5% | +4.9% |
| 3Y | +79.4% | +44.3% | +35.1% | +57.6% |
| 5Y | +21.2% | +85.1% | -63.9% | -0.4% |
| 10Y | +193.3% | +1,060.5% | -867.2% | +67.2% |
| All | +738.6% | +61,951.8% | -61,213.3% | +180.2% |
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