+76.4%
AXON vs APD
+13.4%
+63.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.9% | -6.9% | -9.4% |
| 7D | -12.7% | -0.7% | -11.9% | -12.5% |
| 30D | -8.6% | +10.1% | -18.8% | -9.8% |
| 3M | -37.2% | +4.9% | -42.1% | -37.6% |
| 6M | +0.5% | +2.5% | -1.9% | 0.0% |
| YTD | -32.6% | +27.8% | -60.4% | -35.9% |
| 1Y | -40.2% | +32.9% | -73.1% | -43.9% |
| All | +76.4% | +13.4% | +63.0% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling