+77.2%
AXON vs XYL
-21.3%
+98.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.2% | -16.0% | -17.0% |
| 7D | -26.8% | +5.9% | -32.7% | -28.8% |
| 30D | -22.9% | -3.9% | -19.0% | -22.0% |
| 3M | -40.1% | -18.7% | -21.4% | -33.6% |
| 6M | -18.9% | -16.9% | -2.0% | -11.2% |
| YTD | -44.9% | -27.4% | -17.5% | -35.8% |
| 1Y | -46.7% | -34.0% | -12.7% | -34.4% |
| 3Y | +44.3% | +5.6% | +38.7% | +32.9% |
| All | +77.2% | -21.3% | +98.5% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling