+80.7%
SAP vs AXON
+83.1%
-2.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | -0.2% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | +6.5% | -22.8% | +29.3% | +11.7% |
| 3M | +12.2% | -48.8% | +61.0% | +27.6% |
| 6M | +46.1% | -16.3% | +62.4% | +49.1% |
| YTD | -1.6% | -44.5% | +42.8% | +7.6% |
| 1Y | -5.1% | -43.4% | +38.3% | +3.3% |
| 3Y | +68.4% | +44.3% | +24.1% | +42.2% |
| All | +80.7% | +83.1% | -2.4% | +29.9% |
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