-38.5%
AXON vs ADVB
-95.9%
+57.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +42.7% | -45.3% | -1.5% |
| 7D | -19.7% | +74.2% | -93.9% | -18.4% |
| 30D | -25.7% | -35.9% | +10.2% | -26.2% |
| 3M | -48.8% | -56.4% | +7.7% | -49.6% |
| 6M | -22.0% | -36.7% | +14.7% | -21.5% |
| YTD | -45.9% | -43.3% | -2.6% | -44.7% |
| 1Y | -46.1% | -63.4% | +17.3% | -46.1% |
| All | -38.5% | -95.9% | +57.4% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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