+75.1%
SAP vs AXON
+42.7%
+32.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -18.2% | +14.0% | -0.7% |
| 7D | -0.7% | -26.8% | +26.2% | +4.9% |
| 30D | +11.1% | -22.9% | +34.0% | +16.0% |
| 3M | +17.0% | -40.1% | +57.1% | +27.7% |
| 6M | +34.8% | -18.9% | +53.7% | +38.6% |
| YTD | -2.2% | -44.9% | +42.7% | +6.0% |
| 1Y | -6.4% | -46.7% | +40.2% | +1.8% |
| 3Y | +75.1% | +44.3% | +30.8% | +68.8% |
| All | +75.1% | +42.7% | +32.5% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling