-63.9%
XYZ vs AXON
+71.5%
-135.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -18.2% | +19.9% | +10.2% |
| 7D | +12.1% | -26.8% | +39.0% | +28.2% |
| 30D | +12.4% | -22.9% | +35.3% | +25.0% |
| 3M | +8.2% | -40.1% | +48.3% | +33.6% |
| 6M | +20.7% | -18.9% | +39.6% | +22.5% |
| YTD | +31.3% | -44.9% | +76.2% | +59.0% |
| 1Y | +20.5% | -46.7% | +67.2% | +48.1% |
| 3Y | +72.6% | +44.3% | +28.3% | -20.1% |
| All | -63.9% | +71.5% | -135.4% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling