+38.8%
AXON vs AMCR
+18.2%
+20.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -27.4% | -3.8% | -23.6% | -26.5% |
| 30D | -28.5% | +8.3% | -36.8% | -29.3% |
| 3M | -49.3% | -2.7% | -46.6% | -48.8% |
| 6M | -25.0% | +16.7% | -41.7% | -25.9% |
| YTD | -46.7% | +13.2% | -60.0% | -47.6% |
| 1Y | -48.3% | +13.7% | -62.0% | -49.1% |
| 3Y | +38.8% | +17.4% | +21.4% | +36.9% |
| All | +38.8% | +18.2% | +20.6% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling