+0.5%
SHOP vs AXON
-44.3%
+44.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.8% |
| 7D | -1.2% | +0.8% | -2.0% | -1.6% |
| 30D | -14.7% | -22.8% | +8.0% | -6.9% |
| 3M | -7.2% | -48.8% | +41.5% | +19.1% |
| 6M | +54.2% | -16.3% | +70.5% | +52.2% |
| YTD | -8.6% | -44.5% | +35.8% | +2.3% |
| 1Y | +0.5% | -43.4% | +43.9% | +10.6% |
| All | +0.5% | -44.3% | +44.8% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling