+345.9%
AXON vs AVTR
+8.1%
+337.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -6.0% | -4.0% |
| 7D | -28.7% | +1.9% | -30.7% | -29.2% |
| 30D | -28.3% | +1.5% | -29.8% | -28.8% |
| 3M | -46.9% | +17.1% | -64.0% | -49.6% |
| 6M | -24.9% | +91.5% | -116.3% | -39.4% |
| YTD | -46.6% | +38.8% | -85.4% | -52.7% |
| 1Y | -49.7% | +37.7% | -87.4% | -55.4% |
| 3Y | +40.6% | -13.5% | +54.0% | +32.4% |
| 5Y | +71.9% | -59.3% | +131.2% | +118.8% |
| All | +345.9% | +8.1% | +337.8% | +239.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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