+112,002.2%
AXON vs AME
+6,250.7%
+105,751.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -5.2% |
| 7D | -14.2% | +0.6% | -14.8% | -14.5% |
| 30D | -15.4% | -6.7% | -8.7% | -11.5% |
| 3M | +0.5% | +4.1% | -3.6% | -2.6% |
| 6M | -9.5% | +1.6% | -11.1% | -11.8% |
| YTD | -9.2% | +16.1% | -25.3% | -19.4% |
| 1Y | -29.4% | +27.3% | -56.7% | -41.3% |
| 3Y | +139.4% | +50.9% | +88.6% | +73.7% |
| 5Y | +178.9% | +81.4% | +97.5% | +79.0% |
| 10Y | +1,840.8% | +417.0% | +1,423.8% | +490.2% |
| All | +112,002.2% | +6,250.7% | +105,751.5% | +8,943.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling