+318.8%
ADP vs AXON
+1,109.0%
-790.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.3% |
| 7D | +0.9% | -25.6% | +26.6% | +5.0% |
| 30D | +11.9% | -23.9% | +35.8% | +15.9% |
| 3M | +13.7% | -50.4% | +64.2% | +25.1% |
| 6M | +46.8% | -20.0% | +66.8% | +48.9% |
| YTD | +21.8% | -44.5% | +66.2% | +29.2% |
| 1Y | +23.5% | -44.9% | +68.4% | +31.1% |
| 3Y | +44.1% | +44.7% | -0.7% | +25.5% |
| 5Y | +49.9% | +86.7% | -36.8% | +20.8% |
| 10Y | +318.8% | +1,060.5% | -741.7% | +165.1% |
| All | +318.8% | +1,109.0% | -790.2% | +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