-39.9%
AXON vs AZO
-7.5%
-32.5%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | +0.8% |
| 7D | +0.2% | +5.3% | -5.1% | -1.1% |
| 30D | +3.0% | +18.4% | -15.4% | -1.6% |
| 3M | -30.1% | +9.8% | -40.0% | -32.0% |
| 6M | +7.7% | -4.5% | +12.2% | +5.4% |
| YTD | -25.3% | -1.9% | -23.4% | -27.7% |
| 1Y | -39.9% | -9.5% | -30.4% | -42.3% |
| All | -39.9% | -7.5% | -32.5% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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