-10.1%
AXON vs ZYBT
-58.1%
+48.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -2.0% |
| 7D | -2.5% | -4.2% | +1.8% | -2.5% |
| 30D | -11.5% | -16.4% | +4.9% | -11.4% |
| 3M | +7.3% | +82.9% | -75.6% | +3.9% |
| 6M | -11.9% | +110.7% | -122.6% | -15.0% |
| YTD | -11.0% | +37.4% | -48.4% | -14.1% |
| 1Y | -31.8% | -80.6% | +48.9% | -34.9% |
| All | -10.1% | -58.1% | +48.0% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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