+776.4%
SAP vs AXON
+101,343.3%
-100,566.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.3% |
| 7D | -2.9% | -14.2% | +11.3% | -0.9% |
| 30D | +9.0% | -15.4% | +24.4% | +11.1% |
| 3M | +14.9% | +0.5% | +14.5% | +14.2% |
| 6M | +11.9% | -9.5% | +21.4% | +12.3% |
| YTD | -9.9% | -9.2% | -0.7% | -9.9% |
| 1Y | -19.5% | -29.4% | +9.8% | -17.2% |
| 3Y | +61.8% | +139.4% | -77.6% | +38.8% |
| 5Y | +56.2% | +178.9% | -122.7% | +28.7% |
| 10Y | +180.6% | +1,840.8% | -1,660.2% | +73.1% |
| All | +776.4% | +101,343.3% | -100,566.9% | +259.2% |
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