-39.9%
AXON vs AME
+21.1%
-61.0%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +2.1% |
| 7D | +0.2% | -4.4% | +4.7% | +0.5% |
| 30D | +3.0% | -5.9% | +8.9% | +3.3% |
| 3M | -30.1% | -6.5% | -23.6% | -29.8% |
| 6M | +7.7% | +3.2% | +4.5% | +7.1% |
| YTD | -25.3% | +16.0% | -41.3% | -34.5% |
| 1Y | -39.9% | +20.4% | -60.4% | -49.6% |
| All | -39.9% | +21.1% | -61.0% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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