-48.1%
AXON vs ADVB
-74.4%
+26.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.5% | -6.7% | -3.1% |
| 7D | -28.7% | -1.2% | -27.5% | -28.7% |
| 30D | -28.3% | -61.4% | +33.1% | -29.0% |
| 3M | -46.9% | -67.8% | +20.9% | -47.5% |
| 6M | -24.9% | -66.9% | +42.0% | -26.6% |
| YTD | -46.6% | -64.9% | +18.3% | -46.2% |
| All | -48.1% | -74.4% | +26.2% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling