+44.3%
AXON vs AG
+219.8%
-175.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.8% | -20.0% | -18.4% |
| 7D | -26.8% | +6.3% | -33.1% | -27.3% |
| 30D | -22.9% | -8.9% | -14.0% | -22.3% |
| 3M | -40.1% | -12.2% | -27.9% | -39.5% |
| 6M | -18.9% | -28.3% | +9.4% | -17.0% |
| YTD | -44.9% | -8.8% | -36.1% | -45.0% |
| 1Y | -46.7% | +39.4% | -86.0% | -48.3% |
| 3Y | +44.3% | +229.4% | -185.1% | +29.4% |
| All | +44.3% | +219.8% | -175.4% | +29.4% |
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