+1,046.6%
AXON vs AG
+76.0%
+970.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.0% |
| 7D | +0.8% | -10.0% | +10.7% | +1.8% |
| 30D | -22.8% | -10.5% | -12.3% | -22.1% |
| 3M | -48.8% | -27.3% | -21.5% | -47.3% |
| 6M | -16.3% | -43.0% | +26.7% | -12.3% |
| YTD | -44.5% | -17.9% | -26.6% | -44.3% |
| 1Y | -43.4% | +11.9% | -55.3% | -45.0% |
| 3Y | +44.3% | +201.8% | -157.6% | +22.8% |
| 5Y | +85.1% | -0.1% | +85.2% | +70.1% |
| All | +1,046.6% | +76.0% | +970.6% | +848.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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