+77.2%
AXON vs APD
+11.0%
+66.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.5% | -16.7% | -17.7% |
| 7D | -26.8% | -3.7% | -23.2% | -25.7% |
| 30D | -22.9% | +9.6% | -32.5% | -25.0% |
| 3M | -40.1% | +1.6% | -41.7% | -40.3% |
| 6M | -18.9% | +2.2% | -21.1% | -19.7% |
| YTD | -44.9% | +25.9% | -70.8% | -50.0% |
| 1Y | -46.7% | +20.1% | -66.8% | -50.9% |
| 3Y | +44.3% | +12.4% | +31.9% | +33.6% |
| All | +77.2% | +11.0% | +66.2% | +39.6% |
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