-44.9%
AXON vs Z
-59.6%
+14.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.4% |
| 7D | -25.6% | -13.1% | -12.6% | -20.2% |
| 30D | -23.9% | +5.9% | -29.7% | -26.5% |
| 3M | -50.4% | -13.7% | -36.8% | -47.1% |
| 6M | -20.0% | -27.1% | +7.1% | -8.0% |
| YTD | -44.5% | -56.8% | +12.3% | -25.7% |
| 1Y | -44.9% | -60.2% | +15.3% | -24.8% |
| All | -44.9% | -59.6% | +14.7% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling