-36.2%
AXON vs AJG
-17.2%
-19.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | -7.0% | -8.3% | +1.2% | -4.0% |
| 30D | -20.1% | -5.7% | -14.4% | -18.4% |
| 3M | +7.4% | +9.1% | -1.7% | +3.2% |
| 6M | -7.4% | +15.2% | -22.6% | -12.9% |
| YTD | -15.6% | -6.3% | -9.3% | -20.0% |
| 1Y | -36.2% | -19.1% | -17.1% | -38.2% |
| All | -36.2% | -17.2% | -19.0% | -38.2% |
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