+44.3%
AXON vs AMP
+54.6%
-10.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.5% | -16.6% | -17.4% |
| 7D | -26.8% | +2.2% | -29.0% | -27.4% |
| 30D | -22.9% | +2.2% | -25.1% | -23.5% |
| 3M | -40.1% | -10.4% | -29.7% | -36.6% |
| 6M | -18.9% | +5.8% | -24.7% | -21.1% |
| YTD | -44.9% | +3.3% | -48.2% | -46.4% |
| 1Y | -46.7% | +11.1% | -57.8% | -50.2% |
| 3Y | +44.3% | +56.0% | -11.7% | +15.3% |
| All | +44.3% | +54.6% | -10.3% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling