+500.0%
APP vs AXON
+101.9%
+398.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -18.2% | +28.0% | +19.6% |
| 7D | +71.2% | -26.8% | +98.0% | +95.3% |
| 30D | +39.1% | -22.9% | +62.0% | +53.6% |
| 3M | +16.5% | -40.1% | +56.6% | +45.2% |
| 6M | -16.6% | -18.9% | +2.3% | -14.2% |
| YTD | -41.9% | -44.9% | +2.9% | -26.1% |
| 1Y | -37.0% | -46.7% | +9.7% | -18.2% |
| 3Y | +892.4% | +44.3% | +848.1% | +486.6% |
| 5Y | +297.3% | +71.4% | +225.9% | +67.7% |
| All | +500.0% | +101.9% | +398.1% | +118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling