+47.1%
ADP vs AXON
+44.5%
+2.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.1% | +0.4% |
| 7D | +2.2% | +0.8% | +1.4% | +2.1% |
| 30D | +10.6% | -22.8% | +33.3% | +13.0% |
| 3M | +12.9% | -48.8% | +61.7% | +20.0% |
| 6M | +50.6% | -16.3% | +66.9% | +51.6% |
| YTD | +23.2% | -44.5% | +67.6% | +27.6% |
| 1Y | +25.3% | -43.4% | +68.7% | +29.5% |
| 3Y | +47.1% | +44.3% | +2.9% | +41.0% |
| All | +47.1% | +44.5% | +2.6% | +41.0% |
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