-1.9%
AXON vs AMDL
+92.1%
-94.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.4% |
| 7D | -27.4% | +5.4% | -32.8% | -27.9% |
| 30D | -28.5% | -36.6% | +8.2% | -27.1% |
| 3M | -49.3% | -1.0% | -48.3% | -50.1% |
| 6M | -25.0% | -12.1% | -12.9% | -27.6% |
| YTD | -46.7% | +215.1% | -261.8% | -56.1% |
| 1Y | -48.3% | +130.4% | -178.6% | -56.3% |
| All | -1.9% | +92.1% | -94.0% | -30.1% |
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