+44.3%
AXON vs XYL
-0.5%
+44.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +0.8% | -3.7% | +4.5% | +2.5% |
| 30D | -22.8% | -8.3% | -14.4% | -20.3% |
| 3M | -48.8% | -21.4% | -27.3% | -42.8% |
| 6M | -16.3% | -12.9% | -3.4% | -10.8% |
| YTD | -44.5% | -30.1% | -14.4% | -34.9% |
| 1Y | -43.4% | -35.2% | -8.2% | -30.8% |
| 3Y | +44.3% | -0.8% | +45.0% | +35.3% |
| All | +44.3% | -0.5% | +44.7% | +35.3% |
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 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