+222.9%
SAP vs AXON
+1,278.1%
-1,055.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.3% |
| 7D | +1.6% | -28.7% | +30.4% | +7.7% |
| 30D | +10.5% | -28.3% | +38.8% | +17.0% |
| 3M | +15.2% | -46.9% | +62.1% | +28.4% |
| 6M | +36.7% | -24.9% | +61.6% | +42.0% |
| YTD | -0.6% | -46.6% | +46.1% | +8.7% |
| 1Y | -4.1% | -49.7% | +45.5% | +5.8% |
| 3Y | +73.2% | +40.6% | +32.7% | +53.2% |
| 5Y | +74.1% | +71.9% | +2.2% | +43.3% |
| 10Y | +222.9% | +1,180.9% | -957.9% | +110.4% |
| All | +222.9% | +1,278.1% | -1,055.2% | +110.4% |
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