-26.5%
ACN vs AXON
+81.2%
-107.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.2% | -1.0% |
| 7D | -5.7% | -19.7% | +14.0% | -2.4% |
| 30D | +17.0% | -25.7% | +42.7% | +22.5% |
| 3M | +39.9% | -48.8% | +88.7% | +55.9% |
| 6M | +50.2% | -22.0% | +72.2% | +54.3% |
| YTD | -4.2% | -45.9% | +41.8% | +3.6% |
| 1Y | +4.3% | -46.1% | +50.4% | +12.7% |
| 3Y | -17.1% | +40.9% | -58.0% | -32.7% |
| 5Y | -26.5% | +80.2% | -106.7% | -48.9% |
| All | -26.5% | +81.2% | -107.7% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling