+1,028.0%
AXON vs ADM
+100.5%
+927.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -27.4% | -1.8% | -25.5% | -27.0% |
| 30D | -28.5% | -13.3% | -15.2% | -26.1% |
| 3M | -49.3% | -13.4% | -35.9% | -47.8% |
| 6M | -25.0% | -9.6% | -15.4% | -24.0% |
| YTD | -46.7% | +23.0% | -69.8% | -50.6% |
| 1Y | -48.3% | +27.4% | -75.6% | -52.5% |
| 3Y | +38.8% | +5.7% | +33.1% | +30.9% |
| 5Y | +77.7% | +22.1% | +55.6% | +50.4% |
| 10Y | +1,028.0% | +106.0% | +922.1% | +586.3% |
| All | +1,028.0% | +100.5% | +927.6% | +586.3% |
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