+25.3%
ADP vs AXON
-44.3%
+69.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.1% | +0.3% |
| 7D | +2.2% | +0.8% | +1.4% | +2.0% |
| 30D | +10.6% | -22.8% | +33.3% | +13.9% |
| 3M | +12.9% | -48.8% | +61.7% | +23.2% |
| 6M | +50.6% | -16.3% | +66.9% | +49.7% |
| YTD | +23.2% | -44.5% | +67.6% | +29.2% |
| 1Y | +25.3% | -43.4% | +68.7% | +31.6% |
| All | +25.3% | -44.3% | +69.5% | +31.6% |
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