+34.5%
QXO vs AXON
+1,815.8%
-1,781.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -7.8% | -7.0% | -0.7% | -6.7% |
| 30D | -18.1% | -20.1% | +2.0% | -15.2% |
| 3M | -25.8% | +7.4% | -33.2% | -26.8% |
| 6M | -41.7% | -7.4% | -34.3% | -41.7% |
| YTD | -36.2% | -15.6% | -20.6% | -35.6% |
| 1Y | -42.1% | -36.2% | -5.9% | -39.2% |
| 3Y | -46.2% | +124.8% | -171.0% | -52.9% |
| 5Y | -70.7% | +166.6% | -237.3% | -75.7% |
| All | +34.5% | +1,815.8% | -1,781.4% | +48.3% |
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