+78.7%
XOM vs AXON
+40.7%
+38.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.5% | +1.8% |
| 7D | +2.7% | -19.7% | +22.4% | +2.4% |
| 30D | -2.5% | -25.7% | +23.2% | -2.9% |
| 3M | +7.0% | -48.8% | +55.8% | +6.1% |
| 6M | +14.2% | -22.0% | +36.2% | +13.2% |
| YTD | +43.9% | -45.9% | +89.8% | +43.6% |
| 1Y | +47.9% | -46.1% | +94.0% | +47.6% |
| All | +78.7% | +40.7% | +38.0% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling