+391.7%
APP vs AXON
+232.7%
+159.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.2% | +6.4% | +4.7% |
| 7D | +0.9% | -14.2% | +15.0% | +9.6% |
| 30D | -23.3% | -15.4% | -7.9% | -16.1% |
| 3M | -42.6% | +0.5% | -43.1% | -44.0% |
| 6M | -33.6% | -9.5% | -24.1% | -32.1% |
| YTD | -52.4% | -9.2% | -43.2% | -52.0% |
| 1Y | -35.9% | -29.4% | -6.5% | -26.0% |
| 3Y | +642.2% | +139.4% | +502.8% | +245.1% |
| 5Y | +311.1% | +178.9% | +132.2% | +37.8% |
| All | +391.7% | +232.7% | +159.0% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling