+129.8%
AXON vs AZO
+11.4%
+118.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.8% |
| 7D | -3.3% | -0.8% | -2.5% | -3.2% |
| 30D | -17.8% | -5.1% | -12.7% | -17.1% |
| 3M | +8.3% | -7.2% | +15.5% | +9.3% |
| 6M | -12.4% | -20.7% | +8.4% | -10.4% |
| YTD | -13.7% | -14.2% | +0.4% | -12.7% |
| 1Y | -33.1% | -32.2% | -0.9% | -30.3% |
| All | +129.8% | +11.4% | +118.5% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling