+1,304.8%
AXON vs AME
+442.8%
+862.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +2.5% | -20.7% | -19.7% |
| 7D | -26.8% | -5.2% | -21.7% | -24.8% |
| 30D | -22.9% | -8.0% | -14.9% | -19.4% |
| 3M | -40.1% | -8.9% | -31.2% | -37.3% |
| 6M | -18.9% | -5.0% | -13.9% | -17.7% |
| YTD | -44.9% | +11.9% | -56.8% | -50.2% |
| 1Y | -46.7% | +16.6% | -63.3% | -53.1% |
| 3Y | +44.3% | +62.5% | -18.1% | -1.1% |
| 5Y | +71.4% | +67.6% | +3.8% | +14.5% |
| All | +1,304.8% | +442.8% | +862.1% | +337.5% |
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