+1,854.5%
AXON vs XYL
+141.5%
+1,713.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -4.9% | -3.6% |
| 7D | -2.5% | +1.8% | -4.3% | -3.4% |
| 30D | -11.5% | -9.2% | -2.3% | -6.7% |
| 3M | +7.3% | -0.3% | +7.6% | +7.7% |
| 6M | -11.9% | -11.0% | -1.0% | -6.7% |
| YTD | -11.0% | -19.2% | +8.2% | -1.2% |
| 1Y | -31.8% | -21.2% | -10.5% | -23.1% |
| 3Y | +135.4% | +18.6% | +116.8% | +108.9% |
| 5Y | +176.9% | -14.3% | +191.2% | +182.9% |
| 10Y | +1,854.5% | +141.0% | +1,713.5% | +985.3% |
| All | +1,854.5% | +141.5% | +1,713.0% | +985.3% |
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