+44.3%
AXON vs AME
+62.6%
-18.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | -25.6% | +1.1% | -26.7% | -25.8% |
| 30D | -23.9% | -4.1% | -19.8% | -23.0% |
| 3M | -50.4% | -6.3% | -44.1% | -49.5% |
| 6M | -20.0% | +3.5% | -23.6% | -21.3% |
| YTD | -44.5% | +17.3% | -61.7% | -48.8% |
| 1Y | -44.9% | +22.0% | -66.9% | -50.1% |
| All | +44.3% | +62.6% | -18.3% | +11.0% |
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