+803.3%
APP vs AXON
+74.4%
+729.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -9.8% | +40.9% | +35.6% |
| 7D | +39.7% | -12.7% | +52.4% | +47.1% |
| 30D | +27.7% | -8.6% | +36.3% | +31.1% |
| 3M | -14.8% | -37.2% | +22.5% | +4.8% |
| 6M | -25.5% | +0.5% | -26.0% | -29.1% |
| YTD | -47.2% | -32.6% | -14.5% | -39.4% |
| 1Y | -42.3% | -40.2% | -2.1% | -30.0% |
| All | +803.3% | +74.4% | +729.0% | +665.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling