+1.5%
AXON vs AMDL
+47.6%
-46.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +22.3% | -40.5% | -19.5% |
| 7D | -26.8% | -26.2% | -0.6% | -25.8% |
| 30D | -22.9% | -57.1% | +34.2% | -19.5% |
| 3M | -40.1% | -29.8% | -10.2% | -39.7% |
| 6M | -18.9% | -22.2% | +3.3% | -21.5% |
| YTD | -44.9% | +142.1% | -187.0% | -53.8% |
| 1Y | -46.7% | +85.8% | -132.5% | -54.4% |
| All | +1.5% | +47.6% | -46.1% | -26.5% |
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