+38.8%
AXON vs AG
+227.5%
-188.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.6% | +0.4% |
| 7D | -27.4% | +6.0% | -33.3% | -27.8% |
| 30D | -28.5% | -13.5% | -14.9% | -27.6% |
| 3M | -49.3% | -20.7% | -28.6% | -48.3% |
| 6M | -25.0% | -31.5% | +6.5% | -23.0% |
| YTD | -46.7% | -10.1% | -36.6% | -46.8% |
| 1Y | -48.3% | +26.0% | -74.3% | -49.4% |
| 3Y | +38.8% | +228.9% | -190.1% | +26.4% |
| All | +38.8% | +227.5% | -188.6% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling