+27.6%
XLY vs AXON
+161.3%
-133.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | 0.0% |
| 7D | -3.9% | -11.0% | +7.2% | -1.6% |
| 30D | -6.1% | -24.7% | +18.6% | -0.9% |
| 3M | -1.2% | +7.0% | -8.1% | -3.9% |
| 6M | -1.8% | -9.6% | +7.9% | -1.9% |
| YTD | -5.9% | -15.7% | +9.8% | -5.4% |
| 1Y | -3.1% | -35.9% | +32.8% | +3.1% |
| 3Y | +36.0% | +123.0% | -87.0% | -5.1% |
| 5Y | +27.6% | +166.3% | -138.7% | -26.3% |
| All | +27.6% | +161.3% | -133.7% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling