-31.3%
AMT vs AXON
+179.8%
-211.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.8% |
| 7D | -0.2% | -14.2% | +13.9% | +0.6% |
| 30D | +4.6% | -15.4% | +20.0% | +5.4% |
| 3M | -8.4% | +0.5% | -8.9% | -9.0% |
| 6M | -6.0% | -9.5% | +3.5% | -6.2% |
| YTD | +2.1% | -9.2% | +11.3% | +1.9% |
| 1Y | -6.4% | -29.4% | +23.0% | -5.1% |
| 3Y | +8.1% | +139.4% | -131.4% | -9.5% |
| All | -31.3% | +179.8% | -211.1% | -48.0% |
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