-39.9%
AXON vs AA
+13.9%
-53.8%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -0.9% | +1.5% |
| 7D | +0.2% | +0.9% | -0.7% | +0.1% |
| 30D | +3.0% | -6.4% | +9.5% | +3.8% |
| 3M | -30.1% | -13.0% | -17.2% | -28.5% |
| 6M | +7.7% | -34.6% | +42.4% | +12.9% |
| YTD | -25.3% | -23.0% | -2.3% | -28.0% |
| 1Y | -39.9% | +16.0% | -55.9% | -46.4% |
| All | -39.9% | +13.9% | -53.8% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling