-17.9%
AMT vs AXON
+84.3%
-102.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.3% | -0.3% |
| 7D | -2.4% | -25.6% | +23.3% | -0.8% |
| 30D | +4.2% | -23.9% | +28.1% | +5.7% |
| 3M | +13.4% | -50.4% | +63.8% | +17.7% |
| 6M | +9.4% | -20.0% | +29.4% | +9.7% |
| YTD | +11.7% | -44.5% | +56.1% | +14.3% |
| 1Y | +7.1% | -44.9% | +52.0% | +9.7% |
| 3Y | +15.1% | +44.7% | -29.7% | -1.1% |
| 5Y | -17.9% | +86.7% | -104.6% | -36.0% |
| All | -17.9% | +84.3% | -102.2% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling