-48.1%
AXON vs AMDL
+127.5%
-175.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +26.8% | -29.9% | -3.5% |
| 7D | -28.7% | +10.3% | -39.0% | -28.5% |
| 30D | -28.3% | -38.3% | +10.0% | -27.2% |
| 3M | -46.9% | -8.7% | -38.2% | -46.7% |
| 6M | -24.9% | -14.4% | -10.5% | -25.6% |
| YTD | -46.6% | +206.9% | -253.6% | -53.4% |
| All | -48.1% | +127.5% | -175.6% | -54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling