+24.0%
AXON vs AMDL
+20.7%
+3.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -34.9% | +25.1% | -7.4% |
| 7D | -12.7% | -52.7% | +40.1% | -8.7% |
| 30D | -8.6% | -65.3% | +56.7% | -2.9% |
| 3M | -37.2% | -40.8% | +3.6% | -36.0% |
| 6M | +0.5% | -12.9% | +13.4% | -4.4% |
| YTD | -32.6% | +98.0% | -130.6% | -42.7% |
| 1Y | -40.2% | +30.1% | -70.3% | -47.2% |
| All | +24.0% | +20.7% | +3.3% | -8.7% |
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