+38.8%
AXON vs XRT
+60.4%
-21.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -27.4% | +4.1% | -31.5% | -28.8% |
| 30D | -28.5% | +9.9% | -38.4% | -31.8% |
| 3M | -49.3% | +2.3% | -51.5% | -49.8% |
| 6M | -25.0% | +9.6% | -34.6% | -27.9% |
| YTD | -46.7% | +9.1% | -55.9% | -48.7% |
| 1Y | -48.3% | +16.2% | -64.5% | -51.4% |
| 3Y | +38.8% | +60.1% | -21.2% | +15.4% |
| All | +38.8% | +60.4% | -21.5% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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