+1,197.0%
ADP vs AXON
+75,157.7%
-73,960.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.8% | +11.0% | +2.2% |
| 7D | +7.4% | -12.7% | +20.0% | +8.7% |
| 30D | +17.1% | -8.6% | +25.7% | +18.0% |
| 3M | +14.4% | -37.2% | +51.7% | +19.3% |
| 6M | +47.9% | +0.5% | +47.4% | +46.4% |
| YTD | +22.1% | -32.6% | +54.7% | +25.1% |
| 1Y | +21.8% | -40.2% | +61.9% | +26.1% |
| 3Y | +50.5% | +76.1% | -25.6% | +36.9% |
| 5Y | +49.6% | +109.5% | -59.9% | +31.5% |
| 10Y | +329.3% | +1,640.5% | -1,311.2% | +200.5% |
| All | +1,197.0% | +75,157.7% | -73,960.7% | +575.0% |
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 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