+11,208.6%
AXON vs XYL
+449.8%
+10,758.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.1% | -3.1% |
| 7D | -14.2% | -5.0% | -9.1% | -11.5% |
| 30D | -15.4% | -13.2% | -2.2% | -8.4% |
| 3M | +0.5% | -3.7% | +4.2% | +2.9% |
| 6M | -9.5% | -17.7% | +8.2% | +0.1% |
| YTD | -9.2% | -21.5% | +12.3% | +2.5% |
| 1Y | -29.4% | -24.5% | -4.9% | -18.4% |
| 3Y | +139.4% | +6.9% | +132.5% | +124.7% |
| 5Y | +178.9% | -18.1% | +197.0% | +194.1% |
| 10Y | +1,840.8% | +134.7% | +1,706.1% | +981.7% |
| All | +11,208.6% | +449.8% | +10,758.8% | +4,140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling