+71.9%
AXON vs APD
+12.1%
+59.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.2% | -3.8% |
| 7D | -28.7% | -1.6% | -27.2% | -28.2% |
| 30D | -28.3% | +10.6% | -38.9% | -30.5% |
| 3M | -46.9% | +2.5% | -49.4% | -47.3% |
| 6M | -24.9% | +6.0% | -30.8% | -26.5% |
| YTD | -46.6% | +28.4% | -75.1% | -51.9% |
| 1Y | -49.7% | +22.2% | -71.8% | -53.9% |
| 3Y | +40.6% | +26.6% | +14.0% | +22.9% |
| 5Y | +71.9% | +11.8% | +60.1% | +34.2% |
| All | +71.9% | +12.1% | +59.7% | +34.2% |
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