+182.3%
AXON vs APD
+27.6%
+154.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.9% |
| 7D | -14.2% | -2.2% | -11.9% | -13.5% |
| 30D | -15.4% | +2.1% | -17.5% | -16.0% |
| 3M | +0.5% | +7.2% | -6.7% | -2.0% |
| 6M | -9.5% | +11.2% | -20.7% | -13.6% |
| YTD | -9.2% | +24.4% | -33.6% | -17.4% |
| 1Y | -29.4% | +6.7% | -36.0% | -31.8% |
| 3Y | +139.4% | +9.2% | +130.2% | +124.4% |
| All | +182.3% | +27.6% | +154.7% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling