+109.5%
AXON vs APD
+15.3%
+94.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.9% | -6.9% | -8.8% |
| 7D | -12.7% | -0.7% | -11.9% | -12.4% |
| 30D | -8.6% | +10.1% | -18.8% | -11.4% |
| 3M | -37.2% | +4.9% | -42.1% | -38.2% |
| 6M | +0.5% | +2.5% | -1.9% | -0.7% |
| YTD | -32.6% | +27.8% | -60.4% | -39.2% |
| 1Y | -40.2% | +32.9% | -73.1% | -47.4% |
| 3Y | +76.1% | +13.4% | +62.7% | +62.7% |
| 5Y | +109.5% | +12.8% | +96.6% | +58.1% |
| All | +109.5% | +15.3% | +94.2% | +58.1% |
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