+1,013.1%
AXON vs APD
+184.8%
+828.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -27.4% | -0.2% | -27.1% | -27.1% |
| 30D | -28.5% | +11.0% | -39.5% | -31.4% |
| 3M | -49.3% | +2.0% | -51.3% | -49.6% |
| 6M | -25.0% | +7.1% | -32.1% | -27.5% |
| YTD | -46.7% | +29.8% | -76.5% | -53.3% |
| 1Y | -48.3% | +24.0% | -72.3% | -53.9% |
| 3Y | +38.8% | +27.2% | +11.7% | +17.9% |
| 5Y | +77.7% | +12.8% | +64.9% | +56.2% |
| All | +1,013.1% | +184.8% | +828.3% | +551.1% |
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