-27.6%
AAL vs AXON
+4,592.7%
-4,620.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -18.2% | +20.1% | +7.6% |
| 7D | +4.6% | -26.8% | +31.4% | +14.3% |
| 30D | +2.6% | -22.9% | +25.5% | +10.2% |
| 3M | -17.8% | -40.1% | +22.3% | -5.5% |
| 6M | +1.9% | -18.9% | +20.7% | +4.2% |
| YTD | -14.0% | -44.9% | +30.9% | -2.7% |
| 1Y | +0.2% | -46.7% | +46.9% | +14.6% |
| 3Y | +13.0% | +44.3% | -31.3% | -14.0% |
| 5Y | -39.6% | +71.4% | -111.0% | -58.5% |
| 10Y | -65.7% | +1,324.0% | -1,389.7% | -90.3% |
| All | -27.6% | +4,592.7% | -4,620.2% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 all: compounded portfolio wealth divided by compounded AXON 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…
all analysis · Full analysis span regression · 6 months rolling