-5.1%
SAP vs AXON
-44.3%
+39.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | -0.3% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | +6.5% | -22.8% | +29.3% | +12.6% |
| 3M | +12.2% | -48.8% | +61.0% | +31.3% |
| 6M | +46.1% | -16.3% | +62.4% | +48.9% |
| YTD | -1.6% | -44.5% | +42.8% | +10.7% |
| 1Y | -5.1% | -43.4% | +38.3% | +5.7% |
| All | -5.1% | -44.3% | +39.1% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling