+1,060.5%
AXON vs AME
+437.3%
+623.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +3.9% |
| 7D | -25.6% | +1.1% | -26.7% | -26.3% |
| 30D | -23.9% | -4.1% | -19.8% | -22.5% |
| 3M | -50.4% | -6.3% | -44.1% | -49.0% |
| 6M | -20.0% | +3.5% | -23.6% | -22.9% |
| YTD | -44.5% | +17.3% | -61.7% | -51.2% |
| 1Y | -44.9% | +22.0% | -66.9% | -52.7% |
| 3Y | +44.7% | +62.0% | -17.3% | +0.1% |
| 5Y | +86.7% | +78.5% | +8.2% | +20.5% |
| 10Y | +1,060.5% | +441.6% | +618.9% | +316.6% |
| All | +1,060.5% | +437.3% | +623.2% | +316.6% |
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 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