-84.2%
DFNS vs AXTX
-69.7%
-14.5%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +25.3% | -26.1% | -3.0% |
| 7D | +0.8% | +49.3% | -48.5% | -3.1% |
| 30D | -73.2% | -49.1% | -24.1% | -72.2% |
| 3M | -72.4% | -72.6% | +0.1% | -70.1% |
| All | -84.2% | -69.7% | -14.5% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 AXTX 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 · Available span rolling