+47.8%
ADP vs AXON
+42.7%
+5.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -18.2% | +16.9% | +0.5% |
| 7D | +3.2% | -26.8% | +30.1% | +6.2% |
| 30D | +14.9% | -22.9% | +37.8% | +17.5% |
| 3M | +11.6% | -40.1% | +51.7% | +16.7% |
| 6M | +48.5% | -18.9% | +67.3% | +49.8% |
| YTD | +20.6% | -44.9% | +65.5% | +25.0% |
| 1Y | +23.7% | -46.7% | +70.4% | +28.5% |
| 3Y | +47.8% | +44.3% | +3.5% | +45.4% |
| All | +47.8% | +42.7% | +5.1% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling