+23.7%
ADP vs AXON
-50.5%
+74.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +3.2% | -27.4% | +30.6% | +7.4% |
| 30D | +12.8% | -28.5% | +41.2% | +17.5% |
| 3M | +12.3% | -49.3% | +61.6% | +22.6% |
| 6M | +45.4% | -25.0% | +70.4% | +47.0% |
| YTD | +21.4% | -46.7% | +68.1% | +28.0% |
| 1Y | +23.7% | -48.3% | +72.0% | +31.9% |
| All | +23.7% | -50.5% | +74.2% | +31.9% |
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