+38.8%
AXON vs DVA
+111.7%
-72.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.1% |
| 7D | -27.4% | -1.6% | -25.8% | -27.3% |
| 30D | -28.5% | 0.0% | -28.5% | -28.4% |
| 3M | -49.3% | -2.4% | -46.9% | -49.2% |
| 6M | -25.0% | -9.8% | -15.3% | -24.9% |
| YTD | -46.7% | +57.8% | -104.5% | -47.6% |
| 1Y | -48.3% | +49.2% | -97.4% | -48.7% |
| 3Y | +38.8% | +116.0% | -77.2% | +29.3% |
| All | +38.8% | +111.7% | -72.9% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling