+191.6%
XOM vs AXON
+1,813.9%
-1,622.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.8% |
| 7D | +1.9% | -11.0% | +12.9% | +2.8% |
| 30D | +4.1% | -24.7% | +28.8% | +6.2% |
| 3M | +10.4% | +7.0% | +3.4% | +8.9% |
| 6M | +13.0% | -9.6% | +22.7% | +12.7% |
| YTD | +40.1% | -15.7% | +55.7% | +39.9% |
| 1Y | +51.1% | -35.9% | +87.1% | +54.8% |
| 3Y | +57.7% | +123.0% | -65.3% | +36.6% |
| 5Y | +264.7% | +166.3% | +98.4% | +202.2% |
| All | +191.6% | +1,813.9% | -1,622.3% | +90.1% |
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