+176.9%
AXON vs AMCR
-9.8%
+186.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.4% |
| 7D | -2.5% | -1.8% | -0.6% | -2.0% |
| 30D | -11.5% | -6.0% | -5.5% | -9.7% |
| 3M | +7.3% | +18.9% | -11.6% | +2.5% |
| 6M | -11.9% | +5.7% | -17.6% | -13.3% |
| YTD | -11.0% | +11.1% | -22.1% | -14.3% |
| 1Y | -31.8% | +12.7% | -44.5% | -34.7% |
| 3Y | +135.4% | +9.6% | +125.8% | +116.7% |
| 5Y | +176.9% | -10.3% | +187.2% | +183.3% |
| All | +176.9% | -9.8% | +186.7% | +183.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling