+44.3%
AXON vs ATI
+328.8%
-284.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.6% | +3.7% |
| 7D | -25.6% | +4.7% | -30.4% | -26.4% |
| 30D | -23.9% | -0.2% | -23.7% | -24.1% |
| 3M | -50.4% | -18.5% | -31.9% | -48.4% |
| 6M | -20.0% | +16.4% | -36.4% | -24.9% |
| YTD | -44.5% | +63.4% | -107.9% | -53.6% |
| 1Y | -44.9% | +91.5% | -136.4% | -56.1% |
| All | +44.3% | +328.8% | -284.6% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling