+77.2%
AXON vs AME
+66.2%
+10.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +2.5% | -20.7% | -19.5% |
| 7D | -26.8% | -5.2% | -21.7% | -24.9% |
| 30D | -22.9% | -8.0% | -14.9% | -19.7% |
| 3M | -40.1% | -8.9% | -31.2% | -37.5% |
| 6M | -18.9% | -5.0% | -13.9% | -17.7% |
| YTD | -44.9% | +11.9% | -56.8% | -50.3% |
| 1Y | -46.7% | +16.6% | -63.3% | -53.3% |
| 3Y | +44.3% | +62.5% | -18.1% | -6.6% |
| All | +77.2% | +66.2% | +10.9% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling