+143.0%
AXON vs AME
+50.7%
+92.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.7% |
| 7D | -14.2% | +0.6% | -14.8% | -14.3% |
| 30D | -15.4% | -6.7% | -8.7% | -13.3% |
| 3M | +0.5% | +4.1% | -3.6% | -1.1% |
| 6M | -9.5% | +1.6% | -11.1% | -10.7% |
| YTD | -9.2% | +16.1% | -25.3% | -16.1% |
| 1Y | -29.4% | +27.3% | -56.7% | -37.6% |
| All | +143.0% | +50.7% | +92.2% | +83.1% |
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