+3.3%
AXON vs ADVB
-88.3%
+91.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.2% |
| 7D | -14.2% | -3.8% | -10.4% | -14.2% |
| 30D | -15.4% | +17.6% | -33.0% | -15.0% |
| 3M | +0.5% | +119.1% | -118.7% | +4.2% |
| 6M | -9.5% | +103.4% | -112.9% | -4.6% |
| YTD | -9.2% | +59.8% | -69.0% | -5.1% |
| 1Y | -29.4% | +8.5% | -37.9% | -27.0% |
| All | +3.3% | -88.3% | +91.6% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling