+1,064.9%
ADP vs AXON
+101,343.3%
-100,278.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.7% |
| 7D | -3.4% | -14.2% | +10.7% | -2.0% |
| 30D | +2.8% | -15.4% | +18.2% | +4.2% |
| 3M | +20.9% | +0.5% | +20.5% | +20.1% |
| 6M | +29.9% | -9.5% | +39.4% | +29.9% |
| YTD | +9.6% | -9.2% | +18.8% | +9.3% |
| 1Y | -5.3% | -29.4% | +24.1% | -3.5% |
| 3Y | +16.5% | +139.4% | -122.9% | +2.9% |
| 5Y | +49.4% | +178.9% | -129.5% | +27.8% |
| 10Y | +282.2% | +1,840.8% | -1,558.6% | +164.0% |
| All | +1,064.9% | +101,343.3% | -100,278.4% | +489.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling