+182.3%
AXON vs ADM
+62.5%
+119.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.4% | -4.2% |
| 7D | -14.2% | +3.8% | -17.9% | -14.3% |
| 30D | -15.4% | +9.8% | -25.1% | -15.9% |
| 3M | +0.5% | +2.1% | -1.7% | +0.3% |
| 6M | -9.5% | +27.5% | -37.0% | -11.3% |
| YTD | -9.2% | +50.2% | -59.4% | -12.3% |
| 1Y | -29.4% | +40.6% | -70.0% | -31.4% |
| 3Y | +139.4% | +17.2% | +122.2% | +138.3% |
| All | +182.3% | +62.5% | +119.8% | +174.6% |
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