-40.1%
AXON vs SYY
-8.9%
-31.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +2.2% | -20.3% | -18.7% |
| 7D | -26.8% | -7.3% | -19.5% | -24.7% |
| 30D | -22.9% | +0.1% | -23.0% | -23.9% |
| 3M | -40.1% | -8.2% | -31.9% | -38.0% |
| All | -40.1% | -8.9% | -31.2% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 3mo: compounded portfolio wealth divided by compounded SYY 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…
3mo analysis · Full analysis span regression · Available span rolling