-22.5%
ACN vs AXON
+71.5%
-94.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -18.2% | +16.4% | +1.4% |
| 7D | +0.9% | -26.8% | +27.7% | +6.1% |
| 30D | +33.5% | -22.9% | +56.4% | +39.0% |
| 3M | +53.5% | -40.1% | +93.6% | +66.3% |
| 6M | +52.2% | -18.9% | +71.1% | +55.3% |
| YTD | -0.1% | -44.9% | +44.8% | +7.7% |
| 1Y | +11.0% | -46.7% | +57.7% | +20.3% |
| 3Y | -11.8% | +44.3% | -56.1% | -28.7% |
| All | -22.5% | +71.5% | -94.0% | -45.5% |
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