+80.2%
AXON vs AME
+79.2%
+1.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.9% |
| 7D | -19.7% | +8.1% | -27.8% | -23.2% |
| 30D | -25.7% | -3.8% | -21.9% | -24.5% |
| 3M | -48.8% | -6.6% | -42.2% | -47.3% |
| 6M | -22.0% | +4.6% | -26.6% | -24.9% |
| YTD | -45.9% | +17.9% | -63.9% | -52.6% |
| 1Y | -46.1% | +23.2% | -69.3% | -54.1% |
| 3Y | +40.9% | +62.9% | -22.0% | -7.3% |
| 5Y | +80.2% | +77.5% | +2.7% | +2.9% |
| All | +80.2% | +79.2% | +1.0% | +2.9% |
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 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