+1,874.2%
AXON vs ATI
+1,073.5%
+800.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.0% | -7.2% | -4.9% |
| 7D | -14.2% | -0.1% | -14.1% | -14.1% |
| 30D | -15.4% | +2.7% | -18.1% | -16.3% |
| 3M | +0.5% | +16.3% | -15.8% | -4.1% |
| 6M | -9.5% | +30.2% | -39.7% | -16.6% |
| YTD | -9.2% | +83.6% | -92.8% | -23.2% |
| 1Y | -29.4% | +173.0% | -202.4% | -45.9% |
| 3Y | +139.4% | +356.6% | -217.2% | +57.5% |
| 5Y | +178.9% | +1,074.2% | -895.3% | +43.7% |
| All | +1,874.2% | +1,073.5% | +800.7% | +802.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling