+38.8%
AXON vs Z
-20.5%
+59.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +1.5% |
| 7D | -27.4% | -6.5% | -20.9% | -25.7% |
| 30D | -28.5% | -0.1% | -28.4% | -28.6% |
| 3M | -49.3% | -14.1% | -35.1% | -47.0% |
| 6M | -25.0% | -30.1% | +5.0% | -17.3% |
| YTD | -46.7% | -57.5% | +10.8% | -34.5% |
| 1Y | -48.3% | -60.3% | +12.1% | -35.6% |
| 3Y | +38.8% | -21.0% | +59.9% | +60.3% |
| All | +38.8% | -20.5% | +59.3% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling