+1,016.4%
AXON vs APD
+191.6%
+824.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -3.0% | -2.8% |
| 7D | -19.7% | +2.2% | -21.9% | -20.4% |
| 30D | -25.7% | +9.4% | -35.1% | -28.3% |
| 3M | -48.8% | +4.7% | -53.5% | -49.7% |
| 6M | -22.0% | +5.5% | -27.5% | -24.0% |
| YTD | -45.9% | +31.4% | -77.3% | -52.8% |
| 1Y | -46.1% | +24.1% | -70.2% | -51.9% |
| 3Y | +40.9% | +28.8% | +12.1% | +19.0% |
| 5Y | +80.2% | +15.8% | +64.5% | +56.4% |
| All | +1,016.4% | +191.6% | +824.8% | +547.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling