+573.0%
XLP vs AXON
+83,345.3%
-82,772.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.5% | +3.3% |
| 7D | +5.9% | +0.2% | +5.6% | +5.9% |
| 30D | +13.5% | +3.0% | +10.4% | +13.2% |
| 3M | +8.4% | -30.1% | +38.5% | +10.2% |
| 6M | +11.5% | +7.7% | +3.8% | +10.4% |
| YTD | +20.6% | -25.3% | +45.9% | +21.4% |
| 1Y | +24.3% | -39.9% | +64.2% | +26.5% |
| 3Y | +45.1% | +95.2% | -50.2% | +36.0% |
| 5Y | +44.6% | +129.9% | -85.3% | +32.8% |
| 10Y | +133.1% | +1,829.8% | -1,696.8% | +84.7% |
| All | +573.0% | +83,345.3% | -82,772.3% | +355.6% |
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