-33.1%
AXON vs AMP
+14.0%
-47.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.6% |
| 7D | -3.3% | 0.0% | -3.4% | -3.3% |
| 30D | -17.8% | -1.0% | -16.8% | -17.3% |
| 3M | +8.3% | +23.2% | -15.0% | +0.1% |
| 6M | -12.4% | +20.4% | -32.8% | -18.9% |
| YTD | -13.7% | +13.6% | -27.4% | -21.1% |
| 1Y | -33.1% | +13.4% | -46.4% | -38.3% |
| All | -33.1% | +14.0% | -47.0% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1y: compounded portfolio wealth divided by compounded AMP 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…
1y analysis · Full analysis span regression · 6 months rolling