+653.5%
APP vs AXON
+140.4%
+513.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.2% | +6.4% | +4.4% |
| 7D | +0.9% | -14.2% | +15.0% | +8.5% |
| 30D | -23.3% | -15.4% | -7.9% | -16.9% |
| 3M | -42.6% | +0.5% | -43.1% | -43.6% |
| 6M | -33.6% | -9.5% | -24.1% | -31.9% |
| YTD | -52.4% | -9.2% | -43.2% | -51.9% |
| 1Y | -35.9% | -29.4% | -6.5% | -27.6% |
| All | +653.5% | +140.4% | +513.1% | +380.3% |
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