+77.2%
AXON vs XRT
-5.3%
+82.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.7% | -16.5% | -17.0% |
| 7D | -26.8% | +0.9% | -27.7% | -27.0% |
| 30D | -22.9% | +7.9% | -30.9% | -26.4% |
| 3M | -40.1% | -0.2% | -39.9% | -39.7% |
| 6M | -18.9% | +5.6% | -24.5% | -21.1% |
| YTD | -44.9% | +5.7% | -50.6% | -46.4% |
| 1Y | -46.7% | +14.6% | -61.3% | -50.8% |
| 3Y | +44.3% | +50.7% | -6.3% | +5.9% |
| All | +77.2% | -5.3% | +82.5% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling