+86.7%
AXON vs ADM
+24.7%
+62.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +1.9% | +4.1% |
| 7D | -25.6% | +0.1% | -25.8% | -25.6% |
| 30D | -23.9% | -11.8% | -12.1% | -23.5% |
| 3M | -50.4% | -11.3% | -39.1% | -50.2% |
| 6M | -20.0% | -10.0% | -10.0% | -19.9% |
| YTD | -44.5% | +25.9% | -70.4% | -46.0% |
| 1Y | -44.9% | +26.7% | -71.5% | -46.5% |
| 3Y | +44.7% | +8.1% | +36.6% | +42.5% |
| 5Y | +86.7% | +23.5% | +63.2% | +80.1% |
| All | +86.7% | +24.7% | +62.0% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling