+1,180.9%
AXON vs XYL
+129.6%
+1,051.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.9% |
| 7D | -28.7% | +2.1% | -30.8% | -29.3% |
| 30D | -28.3% | -3.4% | -24.9% | -27.7% |
| 3M | -46.9% | -17.2% | -29.7% | -41.8% |
| 6M | -24.9% | -12.0% | -12.8% | -20.2% |
| YTD | -46.6% | -26.3% | -20.3% | -38.4% |
| 1Y | -49.7% | -33.5% | -16.2% | -38.6% |
| 3Y | +40.6% | +6.4% | +34.1% | +31.0% |
| 5Y | +71.9% | -20.9% | +92.8% | +81.8% |
| 10Y | +1,180.9% | +120.8% | +1,060.0% | +678.9% |
| All | +1,180.9% | +129.6% | +1,051.3% | +678.9% |
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