+176.9%
AXON vs AU
+676.5%
-499.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.8% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -11.5% | +12.8% | -24.3% | -12.7% |
| 3M | +7.3% | +28.5% | -21.2% | +4.1% |
| 6M | -11.9% | +4.8% | -16.8% | -13.1% |
| YTD | -11.0% | +31.0% | -42.0% | -14.8% |
| 1Y | -31.8% | +81.4% | -113.2% | -37.5% |
| 3Y | +135.4% | +618.4% | -483.0% | +78.7% |
| 5Y | +176.9% | +686.3% | -509.5% | +104.9% |
| All | +176.9% | +676.5% | -499.7% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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