+143.0%
AXON vs XME
+127.9%
+15.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.3% |
| 7D | -14.2% | -0.1% | -14.1% | -14.1% |
| 30D | -15.4% | +6.0% | -21.4% | -17.0% |
| 3M | +0.5% | -7.7% | +8.2% | +3.3% |
| 6M | -9.5% | +1.0% | -10.5% | -10.5% |
| YTD | -9.2% | +14.6% | -23.8% | -14.6% |
| 1Y | -29.4% | +46.0% | -75.3% | -40.0% |
| All | +143.0% | +127.9% | +15.0% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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