+1,422.3%
AXON vs Z
+9.5%
+1,412.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -10.6% | +0.8% | -6.3% |
| 7D | -12.7% | -2.3% | -10.4% | -12.1% |
| 30D | -8.6% | +9.4% | -18.0% | -11.7% |
| 3M | -37.2% | -16.1% | -21.1% | -33.7% |
| 6M | +0.5% | -30.4% | +30.9% | +12.4% |
| YTD | -32.6% | -55.6% | +23.0% | -13.7% |
| 1Y | -40.2% | -58.5% | +18.3% | -21.9% |
| 3Y | +76.1% | -19.6% | +95.7% | +74.3% |
| 5Y | +109.5% | -54.1% | +163.6% | +133.9% |
| 10Y | +1,640.5% | -12.1% | +1,652.6% | +1,280.7% |
| All | +1,422.3% | +9.5% | +1,412.8% | +973.1% |
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 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