+2.3%
AXON vs AMDL
+119.6%
-117.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +14.3% | -10.1% | +3.4% |
| 7D | -25.6% | +18.5% | -44.2% | -26.7% |
| 30D | -23.9% | -24.2% | +0.3% | -23.2% |
| 3M | -50.4% | +11.5% | -61.9% | -51.6% |
| 6M | -20.0% | -1.0% | -19.0% | -23.3% |
| YTD | -44.5% | +260.3% | -304.7% | -54.6% |
| 1Y | -44.9% | +178.2% | -223.0% | -54.0% |
| All | +2.3% | +119.6% | -117.3% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling