+3,928.3%
AXON vs AMP
+1,889.4%
+2,038.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.5% | -16.6% | -17.4% |
| 7D | -26.8% | +2.2% | -29.0% | -27.5% |
| 30D | -22.9% | +2.2% | -25.1% | -23.6% |
| 3M | -40.1% | -10.4% | -29.7% | -36.5% |
| 6M | -18.9% | +5.8% | -24.7% | -21.4% |
| YTD | -44.9% | +3.3% | -48.2% | -46.3% |
| 1Y | -46.7% | +11.1% | -57.8% | -50.0% |
| 3Y | +44.3% | +56.0% | -11.7% | +11.8% |
| 5Y | +71.4% | +76.1% | -4.7% | +22.8% |
| 10Y | +1,324.0% | +590.2% | +733.8% | +346.6% |
| All | +3,928.3% | +1,889.4% | +2,038.9% | +289.3% |
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 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