+1,180.9%
AXON vs ADM
+100.2%
+1,080.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -3.0% | -3.1% |
| 7D | -28.7% | -7.8% | -20.9% | -27.4% |
| 30D | -28.3% | -12.6% | -15.7% | -26.1% |
| 3M | -46.9% | -8.2% | -38.7% | -46.1% |
| 6M | -24.9% | -8.9% | -16.0% | -24.0% |
| YTD | -46.6% | +24.0% | -70.6% | -50.5% |
| 1Y | -49.7% | +26.2% | -75.8% | -53.6% |
| 3Y | +40.6% | +7.0% | +33.6% | +32.3% |
| 5Y | +71.9% | +24.9% | +47.0% | +44.7% |
| 10Y | +1,180.9% | +102.6% | +1,078.2% | +680.2% |
| All | +1,180.9% | +100.2% | +1,080.6% | +680.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling