-60.8%
AXON vs AMRZ
-19.3%
-41.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.2% |
| 7D | -19.7% | -4.0% | -15.7% | -19.0% |
| 30D | -25.7% | +12.4% | -38.1% | -27.0% |
| 3M | -48.8% | -11.5% | -37.3% | -47.6% |
| 6M | -22.0% | -21.6% | -0.4% | -19.5% |
| YTD | -45.9% | -23.4% | -22.6% | -45.2% |
| 1Y | -46.1% | -17.2% | -28.9% | -46.0% |
| All | -60.8% | -19.3% | -41.5% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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