+1,180.9%
AXON vs AME
+465.0%
+715.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.2% | -7.3% | -5.6% |
| 7D | -28.7% | -1.5% | -27.2% | -28.4% |
| 30D | -28.3% | -4.2% | -24.1% | -27.0% |
| 3M | -46.9% | -5.9% | -41.0% | -45.5% |
| 6M | -24.9% | +2.8% | -27.7% | -27.3% |
| YTD | -46.6% | +16.6% | -63.2% | -53.0% |
| 1Y | -49.7% | +22.1% | -71.8% | -57.0% |
| 3Y | +40.6% | +64.7% | -24.1% | -4.2% |
| 5Y | +71.9% | +76.6% | -4.7% | +11.2% |
| 10Y | +1,180.9% | +443.9% | +737.0% | +319.2% |
| All | +1,180.9% | +465.0% | +715.9% | +319.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling