+1,028.0%
AXON vs ATI
+1,024.4%
+3.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | 0.0% |
| 7D | -27.4% | +1.3% | -28.7% | -27.7% |
| 30D | -28.5% | -4.8% | -23.7% | -28.1% |
| 3M | -49.3% | -19.9% | -29.3% | -47.1% |
| 6M | -25.0% | +15.4% | -40.4% | -29.0% |
| YTD | -46.7% | +59.2% | -105.9% | -53.6% |
| 1Y | -48.3% | +86.3% | -134.5% | -56.6% |
| 3Y | +38.8% | +318.2% | -279.4% | -6.6% |
| 5Y | +77.7% | +958.6% | -880.9% | -5.0% |
| 10Y | +1,028.0% | +996.8% | +31.3% | +457.3% |
| All | +1,028.0% | +1,024.4% | +3.6% | +457.3% |
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