+998.2%
XLY vs AXON
+96,293.5%
-95,295.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.7% | -0.9% |
| 7D | -2.1% | -3.3% | +1.3% | -1.7% |
| 30D | -6.0% | -17.8% | +11.8% | -3.8% |
| 3M | -2.7% | +8.3% | -11.0% | -4.5% |
| 6M | -1.5% | -12.4% | +10.9% | -1.1% |
| YTD | -5.4% | -13.7% | +8.3% | -5.4% |
| 1Y | -3.8% | -33.1% | +29.2% | -0.9% |
| 3Y | +36.6% | +128.2% | -91.6% | +16.9% |
| 5Y | +27.4% | +170.5% | -143.1% | +4.7% |
| 10Y | +218.2% | +1,846.0% | -1,627.8% | +98.2% |
| All | +998.2% | +96,293.5% | -95,295.3% | +389.2% |
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