-13.1%
SLB vs AXON
+1,058.0%
-1,071.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.1% |
| 7D | +3.5% | +0.8% | +2.7% | +3.4% |
| 30D | +6.5% | -22.8% | +29.3% | +10.1% |
| 3M | -0.2% | -48.8% | +48.5% | +9.0% |
| 6M | -5.7% | -16.3% | +10.6% | -5.8% |
| YTD | +36.8% | -44.5% | +81.3% | +44.3% |
| 1Y | +45.8% | -43.4% | +89.2% | +53.2% |
| 3Y | +3.4% | +44.3% | -40.9% | -12.9% |
| 5Y | +76.1% | +85.1% | -9.0% | +36.5% |
| All | -13.1% | +1,058.0% | -1,071.0% | -51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling