+3,793.7%
AXON vs AMP
+1,969.7%
+1,824.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -27.4% | +3.3% | -30.7% | -28.5% |
| 30D | -28.5% | +4.2% | -32.7% | -29.9% |
| 3M | -49.3% | -6.4% | -42.8% | -47.5% |
| 6M | -25.0% | +12.4% | -37.4% | -29.5% |
| YTD | -46.7% | +7.4% | -54.2% | -49.2% |
| 1Y | -48.3% | +14.7% | -63.0% | -52.3% |
| 3Y | +38.8% | +60.8% | -22.0% | +5.7% |
| 5Y | +77.7% | +83.4% | -5.7% | +24.6% |
| 10Y | +1,028.0% | +473.5% | +554.5% | +289.9% |
| All | +3,793.7% | +1,969.7% | +1,824.0% | +268.2% |
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