+67.2%
AXON vs AMDL
+95.0%
-27.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +9.2% | -13.4% | -4.8% |
| 7D | -14.2% | +4.5% | -18.7% | -14.4% |
| 30D | -15.4% | -4.4% | -11.0% | -15.4% |
| 3M | +0.5% | -30.5% | +31.0% | +0.8% |
| 6M | -9.5% | +300.9% | -310.4% | -24.9% |
| YTD | -9.2% | +219.9% | -229.1% | -24.2% |
| 1Y | -29.4% | +374.7% | -404.1% | -45.2% |
| All | +67.2% | +95.0% | -27.8% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling