+313.7%
ADP vs AXON
+1,278.1%
-964.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | 0.0% |
| 7D | +1.1% | -28.7% | +29.8% | +5.8% |
| 30D | +11.5% | -28.3% | +39.8% | +16.5% |
| 3M | +12.0% | -46.9% | +58.9% | +21.9% |
| 6M | +43.8% | -24.9% | +68.7% | +47.2% |
| YTD | +20.1% | -46.6% | +66.7% | +28.1% |
| 1Y | +22.3% | -49.7% | +72.0% | +31.5% |
| 3Y | +43.3% | +40.6% | +2.7% | +25.5% |
| 5Y | +47.3% | +71.9% | -24.5% | +20.5% |
| 10Y | +313.7% | +1,180.9% | -867.2% | +165.1% |
| All | +313.7% | +1,278.1% | -964.4% | +165.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling