+38.8%
AXON vs AA
+67.2%
-28.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.4% |
| 7D | -27.4% | +1.2% | -28.6% | -27.5% |
| 30D | -28.5% | -5.0% | -23.4% | -28.1% |
| 3M | -49.3% | -22.2% | -27.1% | -47.6% |
| 6M | -25.0% | -36.3% | +11.3% | -20.9% |
| YTD | -46.7% | -24.2% | -22.6% | -45.8% |
| 1Y | -48.3% | +3.9% | -52.1% | -49.7% |
| 3Y | +38.8% | +67.6% | -28.8% | +23.6% |
| All | +38.8% | +67.2% | -28.3% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling