+1,786.0%
AXON vs AMCR
+16.5%
+1,769.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -11.0% | -5.0% | -6.1% | -9.2% |
| 30D | -24.7% | -8.0% | -16.8% | -22.2% |
| 3M | +7.0% | +14.3% | -7.3% | +1.9% |
| 6M | -9.6% | +5.3% | -15.0% | -11.5% |
| YTD | -15.7% | +7.7% | -23.4% | -18.9% |
| 1Y | -35.9% | +10.8% | -46.8% | -39.3% |
| 3Y | +123.0% | +9.6% | +113.4% | +104.3% |
| 5Y | +166.3% | -10.2% | +176.5% | +166.1% |
| All | +1,786.0% | +16.5% | +1,769.5% | +1,383.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AMCR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling