+1,787.9%
AXON vs AJG
+473.1%
+1,314.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.8% |
| 7D | -7.0% | -8.3% | +1.2% | -2.7% |
| 30D | -20.1% | -5.7% | -14.4% | -17.7% |
| 3M | +7.4% | +9.1% | -1.7% | +2.0% |
| 6M | -7.4% | +15.2% | -22.6% | -14.7% |
| YTD | -15.6% | -6.3% | -9.3% | -14.0% |
| 1Y | -36.2% | -19.1% | -17.1% | -29.9% |
| 3Y | +124.8% | +8.2% | +116.6% | +102.0% |
| 5Y | +166.6% | +75.6% | +90.9% | +77.6% |
| All | +1,787.9% | +473.1% | +1,314.8% | +504.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling