-43.4%
AXON vs DGX
+42.2%
-85.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +0.8% | +1.6% | -0.8% | +0.4% |
| 30D | -22.8% | +11.2% | -34.0% | -24.6% |
| 3M | -48.8% | +10.4% | -59.1% | -50.0% |
| 6M | -16.3% | +37.1% | -53.4% | -22.4% |
| YTD | -44.5% | +52.1% | -96.6% | -50.1% |
| 1Y | -43.4% | +40.7% | -84.1% | -48.8% |
| All | -43.4% | +42.2% | -85.6% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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