-35.9%
AXON vs DGX
+29.3%
-65.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -1.9% |
| 7D | -11.0% | -3.5% | -7.6% | -10.4% |
| 30D | -24.7% | -2.7% | -22.1% | -24.3% |
| 3M | +7.0% | +13.9% | -6.9% | +4.9% |
| 6M | -9.6% | +16.0% | -25.7% | -11.8% |
| YTD | -15.7% | +34.9% | -50.6% | -17.4% |
| 1Y | -35.9% | +30.6% | -66.5% | -38.5% |
| All | -35.9% | +29.3% | -65.2% | -38.5% |
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