+70.8%
SAP vs AXON
+71.5%
-0.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -18.2% | +14.0% | -0.4% |
| 7D | -0.7% | -26.8% | +26.2% | +5.4% |
| 30D | +11.1% | -22.9% | +34.0% | +16.5% |
| 3M | +17.0% | -40.1% | +57.1% | +28.8% |
| 6M | +34.8% | -18.9% | +53.7% | +38.4% |
| YTD | -2.2% | -44.9% | +42.7% | +7.2% |
| 1Y | -6.4% | -46.7% | +40.2% | +3.1% |
| 3Y | +75.1% | +44.3% | +30.8% | +47.7% |
| All | +70.8% | +71.5% | -0.7% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling