-5.6%
SHOP vs AXON
+179.8%
-185.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | +1.8% |
| 7D | -5.1% | -14.2% | +9.1% | +3.1% |
| 30D | +0.6% | -15.4% | +16.0% | +8.1% |
| 3M | +25.0% | +0.5% | +24.6% | +19.3% |
| 6M | +11.9% | -9.5% | +21.4% | +12.2% |
| YTD | -9.9% | -9.2% | -0.7% | -11.6% |
| 1Y | 0.0% | -29.4% | +29.3% | +12.6% |
| 3Y | +117.5% | +139.4% | -21.9% | -19.4% |
| All | -5.6% | +179.8% | -185.4% | -77.8% |
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