+176.9%
AXON vs AMP
+122.1%
+54.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -2.5% | +2.6% | -5.1% | -3.8% |
| 30D | -11.5% | +0.8% | -12.3% | -11.7% |
| 3M | +7.3% | +24.3% | -17.0% | -4.7% |
| 6M | -11.9% | +20.6% | -32.5% | -20.7% |
| YTD | -11.0% | +14.6% | -25.6% | -18.4% |
| 1Y | -31.8% | +14.5% | -46.3% | -37.5% |
| 3Y | +135.4% | +67.9% | +67.5% | +68.4% |
| 5Y | +176.9% | +122.5% | +54.3% | +64.5% |
| All | +176.9% | +122.1% | +54.8% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling