+322.1%
XLF vs AXON
+101,343.3%
-101,021.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.2% |
| 7D | 0.0% | -14.2% | +14.2% | +2.2% |
| 30D | +0.2% | -15.4% | +15.6% | +2.2% |
| 3M | +11.7% | +0.5% | +11.2% | +10.4% |
| 6M | +13.8% | -9.5% | +23.3% | +13.4% |
| YTD | +7.0% | -9.2% | +16.2% | +6.0% |
| 1Y | +9.1% | -29.4% | +38.5% | +11.8% |
| 3Y | +75.6% | +139.4% | -63.8% | +44.4% |
| 5Y | +66.4% | +178.9% | -112.5% | +30.0% |
| 10Y | +250.3% | +1,840.8% | -1,590.5% | +88.6% |
| All | +322.1% | +101,343.3% | -101,021.2% | +41.7% |
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