+1,145.5%
AXON vs Z
+6.9%
+1,138.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.4% | -15.7% | -17.4% |
| 7D | -26.8% | -4.6% | -22.3% | -25.6% |
| 30D | -22.9% | +8.3% | -31.2% | -25.1% |
| 3M | -40.1% | -11.6% | -28.5% | -37.9% |
| 6M | -18.9% | -33.6% | +14.8% | -7.7% |
| YTD | -44.9% | -56.7% | +11.8% | -28.7% |
| 1Y | -46.7% | -59.1% | +12.4% | -29.9% |
| 3Y | +44.3% | -20.4% | +64.7% | +43.5% |
| 5Y | +71.4% | -55.3% | +126.6% | +93.3% |
| 10Y | +1,324.0% | -14.2% | +1,338.2% | +1,040.9% |
| All | +1,145.5% | +6.9% | +1,138.7% | +786.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling