+44.3%
AXON vs XYL
+5.2%
+39.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.2% | -16.0% | -17.1% |
| 7D | -26.8% | +5.9% | -32.7% | -28.6% |
| 30D | -22.9% | -3.9% | -19.0% | -22.2% |
| 3M | -40.1% | -18.7% | -21.4% | -34.1% |
| 6M | -18.9% | -16.9% | -2.0% | -11.7% |
| YTD | -44.9% | -27.4% | -17.5% | -36.5% |
| 1Y | -46.7% | -34.0% | -12.7% | -35.2% |
| 3Y | +44.3% | +5.6% | +38.7% | +30.8% |
| All | +44.3% | +5.2% | +39.1% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling