-44.9%
AXON vs APD
+24.7%
-69.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.3% | +4.2% |
| 7D | -25.6% | -1.2% | -24.5% | -25.7% |
| 30D | -23.9% | +11.0% | -34.9% | -23.2% |
| 3M | -50.4% | +2.6% | -53.0% | -50.3% |
| 6M | -20.0% | +4.8% | -24.8% | -20.9% |
| YTD | -44.5% | +31.0% | -75.4% | -44.3% |
| 1Y | -44.9% | +23.4% | -68.3% | -44.3% |
| All | -44.9% | +24.7% | -69.6% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling