+24.2%
XLB vs AXON
-50.5%
+74.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +0.5% | -27.4% | +27.9% | +1.9% |
| 30D | +6.9% | -28.5% | +35.4% | +8.4% |
| 3M | -0.2% | -49.3% | +49.1% | +2.5% |
| 6M | +3.3% | -25.0% | +28.3% | +5.4% |
| YTD | +18.0% | -46.7% | +64.8% | +23.1% |
| 1Y | +24.2% | -48.3% | +72.5% | +30.3% |
| All | +24.2% | -50.5% | +74.7% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling