-37.3%
AXON vs ADVB
-97.5%
+60.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +4.2% | -22.4% | -18.1% |
| 7D | -26.8% | -13.9% | -12.9% | -27.1% |
| 30D | -22.9% | -68.1% | +45.2% | -24.9% |
| 3M | -40.1% | -73.4% | +33.3% | -41.8% |
| 6M | -18.9% | -70.8% | +51.9% | -20.6% |
| YTD | -44.9% | -66.1% | +21.2% | -44.5% |
| 1Y | -46.7% | -77.5% | +30.8% | -47.4% |
| All | -37.3% | -97.5% | +60.2% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling