+1,060.5%
AXON vs Z
-14.8%
+1,075.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.7% |
| 7D | -25.6% | -13.1% | -12.6% | -21.8% |
| 30D | -23.9% | +5.9% | -29.7% | -25.6% |
| 3M | -50.4% | -13.7% | -36.8% | -48.2% |
| 6M | -20.0% | -27.1% | +7.1% | -11.4% |
| YTD | -44.5% | -56.8% | +12.3% | -27.5% |
| 1Y | -44.9% | -60.2% | +15.3% | -26.2% |
| 3Y | +44.7% | -19.7% | +64.4% | +42.7% |
| 5Y | +86.7% | -53.7% | +140.4% | +108.3% |
| 10Y | +1,060.5% | -16.9% | +1,077.4% | +815.4% |
| All | +1,060.5% | -14.8% | +1,075.2% | +815.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling