+135.4%
AXON vs AMP
+70.1%
+65.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -2.5% | +2.6% | -5.1% | -3.7% |
| 30D | -11.5% | +0.8% | -12.3% | -11.7% |
| 3M | +7.3% | +24.3% | -17.0% | -3.6% |
| 6M | -11.9% | +20.6% | -32.5% | -20.0% |
| YTD | -11.0% | +14.6% | -25.6% | -18.0% |
| 1Y | -31.8% | +14.5% | -46.3% | -37.2% |
| 3Y | +135.4% | +67.9% | +67.5% | +73.9% |
| All | +135.4% | +70.1% | +65.3% | +73.9% |
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