-20.0%
AXON vs XYL
-15.6%
-4.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.0% | +5.1% |
| 7D | -25.6% | -5.9% | -19.8% | -23.4% |
| 30D | -23.9% | -7.3% | -16.6% | -22.8% |
| 3M | -50.4% | -22.5% | -27.9% | -42.2% |
| 6M | -20.0% | -14.4% | -5.6% | -7.5% |
| All | -20.0% | -15.6% | -4.4% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling