+54.4%
XOM vs AXON
+141.6%
-87.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -1.7% |
| 7D | +1.8% | -14.2% | +15.9% | +1.7% |
| 30D | +5.9% | -15.4% | +21.2% | +5.8% |
| 3M | +5.6% | +0.5% | +5.1% | +5.5% |
| 6M | +7.9% | -9.5% | +17.4% | +8.5% |
| YTD | +35.2% | -9.2% | +44.4% | +35.8% |
| 1Y | +46.0% | -29.4% | +75.4% | +48.1% |
| All | +54.4% | +141.6% | -87.2% | +41.8% |
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