+235.4%
SAP vs AXON
+1,027.4%
-792.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | -3.9% | -19.7% | +15.8% | -0.2% |
| 30D | +6.5% | -25.7% | +32.2% | +12.0% |
| 3M | +14.7% | -48.8% | +63.4% | +28.9% |
| 6M | +39.9% | -22.0% | +61.9% | +44.4% |
| YTD | -2.0% | -45.9% | +44.0% | +7.0% |
| 1Y | -6.0% | -46.1% | +40.1% | +2.6% |
| 3Y | +67.7% | +40.9% | +26.8% | +47.7% |
| 5Y | +78.8% | +80.2% | -1.4% | +45.2% |
| All | +235.4% | +1,027.4% | -792.1% | +110.5% |
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