+98.3%
AGG vs AXON
+23,545.6%
-23,447.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.2% | +0.1% |
| 7D | -0.2% | -14.2% | +14.0% | -0.1% |
| 30D | -0.4% | -15.4% | +15.0% | -0.4% |
| 3M | -0.7% | +0.5% | -1.1% | -0.7% |
| 6M | -1.5% | -9.5% | +8.0% | -1.5% |
| YTD | -0.3% | -9.2% | +9.0% | -0.3% |
| 1Y | +1.3% | -29.4% | +30.7% | +1.3% |
| 3Y | +13.2% | +139.4% | -126.2% | +13.1% |
| 5Y | -1.4% | +178.9% | -180.3% | -1.6% |
| 10Y | +14.9% | +1,840.8% | -1,825.9% | +15.5% |
| All | +98.3% | +23,545.6% | -23,447.3% | +104.2% |
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