-39.3%
AXON vs ADVB
-97.4%
+58.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.5% | -6.7% | -3.0% |
| 7D | -28.7% | -1.2% | -27.5% | -28.7% |
| 30D | -28.3% | -61.4% | +33.1% | -29.8% |
| 3M | -46.9% | -67.8% | +20.9% | -48.2% |
| 6M | -24.9% | -66.9% | +42.0% | -26.0% |
| YTD | -46.6% | -64.9% | +18.3% | -46.2% |
| 1Y | -49.7% | -74.8% | +25.1% | -50.1% |
| All | -39.3% | -97.4% | +58.2% | -36.5% |
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