-43.4%
AXON vs ADM
+29.6%
-73.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +3.0% |
| 7D | +0.8% | +4.2% | -3.4% | +1.2% |
| 30D | -22.8% | -12.8% | -9.9% | -24.9% |
| 3M | -48.8% | -8.5% | -40.3% | -49.8% |
| 6M | -16.3% | -10.9% | -5.4% | -18.2% |
| YTD | -44.5% | +29.4% | -73.9% | -45.9% |
| 1Y | -43.4% | +27.5% | -70.9% | -45.0% |
| All | -43.4% | +29.6% | -73.0% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling