+88.4%
AXON vs ATI
+959.5%
-871.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.7% | +6.4% | +3.5% |
| 7D | +0.8% | +4.2% | -3.4% | -0.3% |
| 30D | -22.8% | -2.5% | -20.2% | -22.8% |
| 3M | -48.8% | -19.4% | -29.3% | -46.5% |
| 6M | -16.3% | +11.1% | -27.4% | -20.4% |
| YTD | -44.5% | +59.5% | -104.0% | -52.8% |
| 1Y | -43.4% | +85.8% | -129.2% | -53.9% |
| 3Y | +44.3% | +311.9% | -267.6% | -9.2% |
| All | +88.4% | +959.5% | -871.1% | +2.9% |
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 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