+1,952.0%
AXON vs Z
+25.1%
+1,926.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.5% |
| 7D | -14.2% | -3.0% | -11.2% | -13.2% |
| 30D | -15.4% | -4.2% | -11.2% | -13.9% |
| 3M | +0.5% | -3.7% | +4.2% | +1.9% |
| 6M | -9.5% | -24.5% | +15.0% | -1.0% |
| YTD | -9.2% | -49.3% | +40.1% | +12.1% |
| 1Y | -29.4% | -58.7% | +29.3% | -7.8% |
| 3Y | +139.4% | -34.1% | +173.6% | +154.3% |
| 5Y | +178.9% | -64.5% | +243.5% | +231.7% |
| 10Y | +1,840.8% | -0.5% | +1,841.3% | +1,383.8% |
| All | +1,952.0% | +25.1% | +1,926.9% | +1,293.4% |
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 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