+1,304.8%
AXON vs ATI
+1,108.2%
+196.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +4.4% | -22.6% | -19.2% |
| 7D | -26.8% | +6.2% | -33.0% | -28.0% |
| 30D | -22.9% | -7.1% | -15.8% | -22.0% |
| 3M | -40.1% | -21.3% | -18.8% | -37.1% |
| 6M | -18.9% | +6.5% | -25.4% | -21.7% |
| YTD | -44.9% | +53.2% | -98.1% | -51.7% |
| 1Y | -46.7% | +82.7% | -129.4% | -55.2% |
| 3Y | +44.3% | +314.3% | -270.0% | -3.2% |
| 5Y | +71.4% | +890.9% | -819.5% | -8.0% |
| All | +1,304.8% | +1,108.2% | +196.7% | +540.9% |
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