+7,029.1%
AXON vs AMBA
+807.9%
+6,221.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.6% | +2.2% |
| 7D | +0.2% | -8.1% | +8.3% | +2.1% |
| 30D | +3.0% | -10.8% | +13.8% | +5.5% |
| 3M | -30.1% | -25.9% | -4.2% | -25.9% |
| 6M | +7.7% | -13.9% | +21.6% | +6.1% |
| YTD | -25.3% | -14.0% | -11.3% | -27.2% |
| 1Y | -39.9% | -25.7% | -14.2% | -40.1% |
| 3Y | +95.2% | +21.5% | +73.8% | +61.4% |
| 5Y | +129.9% | -68.9% | +198.8% | +144.0% |
| 10Y | +1,829.8% | +5.2% | +1,824.6% | +1,267.5% |
| All | +7,029.1% | +807.9% | +6,221.2% | +2,894.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 all: compounded portfolio wealth divided by compounded AMBA 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…
all analysis · Full analysis span regression · 6 months rolling