+2,227.0%
AXON vs ARMK
+299.4%
+1,927.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.9% | -5.9% | -8.4% |
| 7D | -12.7% | -10.2% | -2.5% | -9.1% |
| 30D | -8.6% | -9.3% | +0.7% | -5.4% |
| 3M | -37.2% | -11.4% | -25.8% | -34.5% |
| 6M | +0.5% | +11.6% | -11.1% | -4.0% |
| YTD | -32.6% | +37.5% | -70.1% | -40.6% |
| 1Y | -40.2% | +34.9% | -75.1% | -46.9% |
| 3Y | +76.1% | +83.4% | -7.3% | +36.1% |
| 5Y | +109.5% | +87.9% | +21.6% | +59.1% |
| 10Y | +1,640.5% | +117.0% | +1,523.5% | +993.3% |
| All | +2,227.0% | +299.4% | +1,927.6% | +1,259.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 all: compounded portfolio wealth divided by compounded ARMK 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…
all analysis · Full analysis span regression · 6 months rolling