+6,536.7%
AXON vs AMP
+2,123.7%
+4,412.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.8% |
| 7D | -14.2% | +0.2% | -14.4% | -14.1% |
| 30D | -15.4% | -0.1% | -15.3% | -15.2% |
| 3M | +0.5% | +23.6% | -23.1% | -9.8% |
| 6M | -9.5% | +20.4% | -29.9% | -17.9% |
| YTD | -9.2% | +15.4% | -24.6% | -16.4% |
| 1Y | -29.4% | +11.0% | -40.3% | -33.8% |
| 3Y | +139.4% | +70.5% | +68.9% | +77.2% |
| 5Y | +178.9% | +121.4% | +57.5% | +77.1% |
| 10Y | +1,840.8% | +575.6% | +1,265.2% | +513.8% |
| All | +6,536.7% | +2,123.7% | +4,412.9% | +505.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling