+176.9%
AXON vs DVA
+38.1%
+138.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.8% |
| 7D | -2.5% | +2.2% | -4.7% | -2.6% |
| 30D | -11.5% | -2.0% | -9.5% | -11.4% |
| 3M | +7.3% | -6.3% | +13.6% | +7.6% |
| 6M | -11.9% | +19.4% | -31.4% | -13.5% |
| YTD | -11.0% | +58.5% | -69.5% | -15.4% |
| 1Y | -31.8% | +33.9% | -65.6% | -33.8% |
| 3Y | +135.4% | +88.4% | +47.0% | +114.9% |
| 5Y | +176.9% | +39.5% | +137.4% | +155.2% |
| All | +176.9% | +38.1% | +138.8% | +155.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling