+96.0%
AGG vs AXON
+13,982.2%
-13,886.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.6% |
| 7D | -1.4% | -19.7% | +18.3% | -1.4% |
| 30D | +0.9% | -25.7% | +26.6% | +0.9% |
| 3M | -1.2% | -48.8% | +47.6% | -1.2% |
| 6M | -1.4% | -22.0% | +20.6% | -1.4% |
| YTD | -1.4% | -45.9% | +44.5% | -1.3% |
| 1Y | -1.3% | -46.1% | +44.8% | -1.2% |
| 3Y | +13.8% | +40.9% | -27.1% | +13.7% |
| 5Y | -1.6% | +80.2% | -81.8% | -1.7% |
| 10Y | +16.3% | +1,029.9% | -1,013.6% | +17.0% |
| All | +96.0% | +13,982.2% | -13,886.2% | +102.0% |
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