+215.2%
XLY vs AXON
+1,815.8%
-1,600.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.7% | -7.0% | +5.3% | -0.3% |
| 30D | -4.2% | -20.1% | +15.9% | -0.3% |
| 3M | -2.7% | +7.4% | -10.1% | -5.2% |
| 6M | -0.6% | -7.4% | +6.7% | -1.3% |
| YTD | -5.0% | -15.6% | +10.6% | -4.7% |
| 1Y | -4.1% | -36.2% | +32.1% | +1.2% |
| 3Y | +33.6% | +124.8% | -91.2% | +3.5% |
| 5Y | +28.7% | +166.6% | -137.9% | -8.1% |
| All | +215.2% | +1,815.8% | -1,600.6% | +65.9% |
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