+1,180.9%
AXON vs Z
-11.7%
+1,192.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.8% | -6.9% | -4.4% |
| 7D | -28.7% | -5.2% | -23.6% | -27.4% |
| 30D | -28.3% | +5.7% | -34.0% | -29.9% |
| 3M | -46.9% | -8.7% | -38.2% | -45.5% |
| 6M | -24.9% | -26.0% | +1.1% | -17.3% |
| YTD | -46.6% | -55.0% | +8.4% | -31.3% |
| 1Y | -49.7% | -58.0% | +8.3% | -34.0% |
| 3Y | +40.6% | -15.2% | +55.7% | +36.1% |
| 5Y | +71.9% | -53.8% | +125.7% | +92.0% |
| 10Y | +1,180.9% | -14.5% | +1,195.4% | +948.1% |
| All | +1,180.9% | -11.7% | +1,192.5% | +948.1% |
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