+520.8%
APP vs AXON
+103.5%
+417.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.3% | -1.9% | +0.1% |
| 7D | +48.9% | -25.6% | +74.6% | +68.1% |
| 30D | +49.4% | -23.9% | +73.3% | +66.2% |
| 3M | +27.0% | -50.4% | +77.4% | +79.1% |
| 6M | -15.4% | -20.0% | +4.6% | -12.2% |
| YTD | -39.9% | -44.5% | +4.5% | -23.9% |
| 1Y | -32.0% | -44.9% | +12.9% | -13.4% |
| 3Y | +824.3% | +44.7% | +779.6% | +447.8% |
| 5Y | +252.4% | +86.7% | +165.7% | +42.7% |
| All | +520.8% | +103.5% | +417.3% | +124.7% |
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