+135.4%
AXON vs AGI
+208.5%
-73.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | -2.5% | +4.4% | -6.9% | -3.0% |
| 30D | -11.5% | +10.0% | -21.4% | -12.6% |
| 3M | +7.3% | +1.7% | +5.6% | +6.8% |
| 6M | -11.9% | -26.8% | +14.8% | -9.0% |
| YTD | -11.0% | -5.3% | -5.7% | -11.3% |
| 1Y | -31.8% | +11.5% | -43.2% | -33.5% |
| 3Y | +135.4% | +212.9% | -77.5% | +100.2% |
| All | +135.4% | +208.5% | -73.1% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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