-2.9%
SHOP vs AXON
+71.5%
-74.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -18.2% | +21.8% | +13.5% |
| 7D | -5.4% | -26.8% | +21.4% | +10.5% |
| 30D | -10.3% | -22.9% | +12.6% | +1.5% |
| 3M | +1.0% | -40.1% | +41.1% | +29.7% |
| 6M | +41.2% | -18.9% | +60.1% | +45.5% |
| YTD | -7.5% | -44.9% | +37.4% | +17.0% |
| 1Y | -4.6% | -46.7% | +42.1% | +23.0% |
| 3Y | +146.4% | +44.3% | +102.1% | +15.4% |
| All | -2.9% | +71.5% | -74.4% | -70.1% |
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