+734.7%
XOM vs AXON
+59,416.1%
-58,681.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -7.3% | -27.4% | +20.1% | -5.0% |
| 30D | -2.6% | -28.5% | +25.8% | -0.2% |
| 3M | +3.6% | -49.3% | +52.9% | +9.0% |
| 6M | +15.3% | -25.0% | +40.3% | +16.5% |
| YTD | +39.4% | -46.7% | +86.1% | +43.9% |
| 1Y | +43.2% | -48.3% | +91.4% | +48.1% |
| 3Y | +74.9% | +38.8% | +36.1% | +61.6% |
| 5Y | +201.3% | +77.7% | +123.6% | +166.7% |
| 10Y | +188.5% | +1,028.0% | -839.6% | +106.5% |
| All | +734.7% | +59,416.1% | -58,681.4% | +342.5% |
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