+427.5%
ORLY vs AXON
+1,058.0%
-630.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.4% |
| 7D | +2.6% | +0.8% | +1.8% | +2.5% |
| 30D | +6.3% | -22.8% | +29.1% | +8.7% |
| 3M | -0.4% | -48.8% | +48.3% | +5.6% |
| 6M | +2.8% | -16.3% | +19.1% | +3.3% |
| YTD | +1.1% | -44.5% | +45.5% | +4.9% |
| 1Y | -6.3% | -43.4% | +37.1% | -2.9% |
| 3Y | +38.9% | +44.3% | -5.4% | +24.2% |
| 5Y | +113.1% | +85.1% | +28.0% | +79.3% |
| All | +427.5% | +1,058.0% | -630.4% | +237.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 10y: compounded portfolio wealth divided by compounded AXON 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…
10y analysis · Full analysis span regression · 6 months rolling