-20.3%
AMT vs AXON
+71.5%
-91.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -18.2% | +15.5% | -1.6% |
| 7D | +0.5% | -26.8% | +27.4% | +2.3% |
| 30D | +13.6% | -22.9% | +36.5% | +15.2% |
| 3M | +11.5% | -40.1% | +51.6% | +14.4% |
| 6M | +6.9% | -18.9% | +25.8% | +7.1% |
| YTD | +10.8% | -44.9% | +55.7% | +13.5% |
| 1Y | +10.3% | -46.7% | +57.0% | +13.2% |
| 3Y | +12.4% | +44.3% | -31.9% | -3.5% |
| All | -20.3% | +71.5% | -91.8% | -37.4% |
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