-28.7%
Z vs AXTX
-69.7%
+40.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +25.3% | -31.8% | -5.5% |
| 7D | -3.3% | +49.3% | -52.6% | -1.6% |
| 30D | -3.7% | -49.1% | +45.4% | -4.6% |
| 3M | -7.0% | -72.6% | +65.6% | -6.5% |
| All | -28.7% | -69.7% | +40.9% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 10y: compounded portfolio wealth divided by compounded AXTX 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…
10y analysis · Full analysis span regression · Available span rolling