+1,874.2%
AXON vs AG
+60.0%
+1,814.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.2% | -4.0% |
| 7D | -14.2% | +1.0% | -15.2% | -14.2% |
| 30D | -15.4% | +19.2% | -34.6% | -16.9% |
| 3M | +0.5% | +6.2% | -5.7% | -0.6% |
| 6M | -9.5% | -26.7% | +17.2% | -7.7% |
| YTD | -9.2% | +26.1% | -35.3% | -12.6% |
| 1Y | -29.4% | +131.7% | -161.0% | -36.3% |
| 3Y | +139.4% | +255.3% | -115.9% | +100.1% |
| 5Y | +178.9% | +61.9% | +117.0% | +144.6% |
| All | +1,874.2% | +60.0% | +1,814.2% | +1,728.7% |
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