+20.5%
XYZ vs AXON
-50.2%
+70.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -18.2% | +19.9% | +6.0% |
| 7D | +12.1% | -26.8% | +39.0% | +20.3% |
| 30D | +12.4% | -22.9% | +35.3% | +18.9% |
| 3M | +8.2% | -40.1% | +48.3% | +21.3% |
| 6M | +20.7% | -18.9% | +39.6% | +23.0% |
| YTD | +31.3% | -44.9% | +76.2% | +44.1% |
| 1Y | +20.5% | -46.7% | +67.2% | +30.6% |
| All | +20.5% | -50.2% | +70.7% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling