+1,016.4%
AXON vs XYL
+100.1%
+916.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.0% |
| 7D | -19.7% | -6.0% | -13.7% | -17.0% |
| 30D | -25.7% | -8.3% | -17.4% | -23.0% |
| 3M | -48.8% | -22.6% | -26.2% | -42.0% |
| 6M | -22.0% | -15.0% | -6.9% | -15.8% |
| YTD | -45.9% | -30.2% | -15.7% | -36.0% |
| 1Y | -46.1% | -36.4% | -9.7% | -32.9% |
| 3Y | +40.9% | -0.9% | +41.8% | +36.4% |
| 5Y | +80.2% | -23.4% | +103.6% | +93.5% |
| All | +1,016.4% | +100.1% | +916.3% | +661.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling