-39.9%
AXON vs DVA
+62.2%
-102.1%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -3.9% | +2.0% |
| 7D | +0.2% | +4.7% | -4.5% | +0.4% |
| 30D | +3.0% | +7.8% | -4.8% | +3.3% |
| 3M | -30.1% | -15.5% | -14.6% | -31.6% |
| 6M | +7.7% | +25.0% | -17.3% | +11.7% |
| YTD | -25.3% | +69.6% | -94.9% | -17.5% |
| 1Y | -39.9% | +60.6% | -100.5% | -33.4% |
| All | -39.9% | +62.2% | -102.1% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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