+77.2%
AXON vs ATI
+871.8%
-794.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -37.0% |
| 6M | -18.9% | +6.5% | -25.4% | -22.1% |
| YTD | -44.9% | +53.2% | -98.1% | -52.7% |
| 1Y | -46.7% | +82.7% | -129.4% | -56.4% |
| 3Y | +44.3% | +314.3% | -270.0% | -9.2% |
| All | +77.2% | +871.8% | -794.6% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling