-8.3%
ADP vs AXON
-33.3%
+25.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | -0.6% |
| 7D | -5.7% | -3.3% | -2.3% | -5.2% |
| 30D | -3.1% | -17.8% | +14.7% | -0.7% |
| 3M | +15.6% | +8.3% | +7.3% | +12.9% |
| 6M | +20.8% | -12.4% | +33.2% | +20.0% |
| YTD | +4.7% | -13.7% | +18.5% | +3.1% |
| 1Y | -8.3% | -33.1% | +24.8% | -10.7% |
| All | -8.3% | -33.3% | +25.0% | -10.7% |
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