+166.3%
AXON vs AJG
+75.6%
+90.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -11.0% | -8.5% | -2.5% | -6.9% |
| 30D | -24.7% | -3.8% | -21.0% | -23.4% |
| 3M | +7.0% | +10.8% | -3.8% | +1.0% |
| 6M | -9.6% | +15.6% | -25.3% | -16.7% |
| YTD | -15.7% | -5.1% | -10.6% | -15.0% |
| 1Y | -35.9% | -16.0% | -19.9% | -31.4% |
| 3Y | +123.0% | +9.7% | +113.3% | +91.7% |
| 5Y | +166.3% | +77.8% | +88.5% | +49.9% |
| All | +166.3% | +75.6% | +90.7% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling