-39.9%
AXON vs AJG
+19.3%
-59.3%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.6% | -0.5% |
| 7D | +0.2% | +10.7% | -10.5% | -4.1% |
| 30D | +3.0% | +26.9% | -23.9% | -7.3% |
| 3M | -30.1% | +16.6% | -46.7% | -34.9% |
| 6M | +7.7% | +40.1% | -32.4% | -8.6% |
| YTD | -25.3% | +12.4% | -37.8% | -35.0% |
| 1Y | -39.9% | +15.9% | -55.8% | -48.4% |
| All | -39.9% | +19.3% | -59.3% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling