-12.1%
SHOP vs AXON
+81.2%
-93.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +1.0% | -0.2% |
| 7D | +2.1% | -19.7% | +21.8% | +12.9% |
| 30D | -16.8% | -25.7% | +8.9% | -4.0% |
| 3M | -2.4% | -48.8% | +46.4% | +37.7% |
| 6M | +47.0% | -22.0% | +69.0% | +55.0% |
| YTD | -8.8% | -45.9% | +37.1% | +16.4% |
| 1Y | -6.3% | -46.1% | +39.8% | +19.8% |
| 3Y | +139.3% | +40.9% | +98.4% | +14.4% |
| 5Y | -12.1% | +80.2% | -92.3% | -73.9% |
| All | -12.1% | +81.2% | -93.2% | -73.9% |
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