-48.1%
AXON vs AME
+21.9%
-70.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.2% | -7.3% | -3.3% |
| 7D | -28.7% | -1.5% | -27.2% | -28.3% |
| 30D | -28.3% | -4.2% | -24.1% | -27.8% |
| 3M | -46.9% | -5.9% | -41.0% | -46.4% |
| 6M | -24.9% | +2.8% | -27.7% | -24.4% |
| YTD | -46.6% | +16.6% | -63.2% | -52.7% |
| All | -48.1% | +21.9% | -70.0% | -55.9% |
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