+112,002.2%
AXON vs DVA
+2,924.5%
+109,077.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.6% |
| 7D | -14.2% | +1.8% | -16.0% | -14.6% |
| 30D | -15.4% | -2.5% | -12.9% | -14.7% |
| 3M | +0.5% | -4.3% | +4.7% | +1.0% |
| 6M | -9.5% | +18.9% | -28.4% | -16.0% |
| YTD | -9.2% | +61.9% | -71.2% | -25.2% |
| 1Y | -29.4% | +35.7% | -65.1% | -38.5% |
| 3Y | +139.4% | +78.6% | +60.8% | +81.0% |
| 5Y | +178.9% | +39.2% | +139.7% | +120.0% |
| 10Y | +1,840.8% | +184.0% | +1,656.8% | +937.2% |
| All | +112,002.2% | +2,924.5% | +109,077.7% | +28,873.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling