+112,002.2%
AXON vs ADM
+1,084.5%
+110,917.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.4% | -4.3% |
| 7D | -14.2% | +3.8% | -17.9% | -15.6% |
| 30D | -15.4% | +9.8% | -25.1% | -18.7% |
| 3M | +0.5% | +2.1% | -1.7% | -1.2% |
| 6M | -9.5% | +27.5% | -37.0% | -19.4% |
| YTD | -9.2% | +50.2% | -59.4% | -24.4% |
| 1Y | -29.4% | +40.6% | -70.0% | -40.0% |
| 3Y | +139.4% | +17.2% | +122.2% | +109.2% |
| 5Y | +178.9% | +61.9% | +117.0% | +102.1% |
| 10Y | +1,840.8% | +159.3% | +1,681.5% | +974.1% |
| All | +112,002.2% | +1,084.5% | +110,917.7% | +39,777.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling