+892.2%
SAP vs AXON
+75,157.7%
-74,265.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.8% | +11.3% | +2.8% |
| 7D | +4.0% | -12.7% | +16.7% | +5.9% |
| 30D | +15.7% | -8.6% | +24.3% | +16.9% |
| 3M | +23.4% | -37.2% | +60.6% | +30.7% |
| 6M | +41.3% | +0.5% | +40.8% | +39.9% |
| YTD | +2.0% | -32.6% | +34.6% | +5.9% |
| 1Y | -5.1% | -40.2% | +35.1% | 0.0% |
| 3Y | +82.1% | +76.1% | +6.0% | +62.5% |
| 5Y | +77.2% | +109.5% | -32.3% | +51.5% |
| 10Y | +233.6% | +1,640.5% | -1,406.8% | +109.5% |
| All | +892.2% | +75,157.7% | -74,265.6% | +322.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling