-43.4%
AXON vs AMP
+12.5%
-55.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.6% | +2.1% |
| 7D | +0.8% | +3.9% | -3.2% | -1.2% |
| 30D | -22.8% | +5.1% | -27.9% | -24.2% |
| 3M | -48.8% | -8.7% | -40.1% | -46.7% |
| 6M | -16.3% | +11.4% | -27.7% | -19.5% |
| YTD | -44.5% | +7.3% | -51.8% | -48.6% |
| 1Y | -43.4% | +14.6% | -58.0% | -50.1% |
| All | -43.4% | +12.5% | -55.9% | -50.1% |
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