-39.9%
AXON vs ATI
+86.4%
-126.3%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +0.2% | +8.3% | -8.1% | -0.2% |
| 30D | +3.0% | -7.3% | +10.3% | +3.3% |
| 3M | -30.1% | -10.5% | -19.6% | -30.0% |
| 6M | +7.7% | +16.4% | -8.6% | +1.0% |
| YTD | -25.3% | +56.1% | -81.4% | -46.4% |
| 1Y | -39.9% | +86.5% | -126.4% | -62.6% |
| All | -39.9% | +86.4% | -126.3% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling