+44.3%
AXON vs AME
+62.2%
-17.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +2.5% | -20.7% | -18.9% |
| 7D | -26.8% | -5.2% | -21.7% | -25.7% |
| 30D | -22.9% | -8.0% | -14.9% | -21.0% |
| 3M | -40.1% | -8.9% | -31.2% | -38.5% |
| 6M | -18.9% | -5.0% | -13.9% | -18.0% |
| YTD | -44.9% | +11.9% | -56.8% | -48.5% |
| 1Y | -46.7% | +16.6% | -63.3% | -51.1% |
| 3Y | +44.3% | +62.5% | -18.1% | +6.4% |
| All | +44.3% | +62.2% | -17.9% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling