+249.6%
ALAB vs AXON
-3.0%
+252.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -3.1% | +16.9% | +14.6% |
| 7D | -5.6% | -28.7% | +23.2% | +4.2% |
| 30D | -36.6% | -28.3% | -8.3% | -30.2% |
| 3M | -35.1% | -46.9% | +11.8% | -22.6% |
| 6M | +8.5% | -24.9% | +33.4% | +10.7% |
| YTD | +30.4% | -46.6% | +77.0% | +48.8% |
| 1Y | +31.0% | -49.7% | +80.7% | +54.2% |
| All | +249.6% | -3.0% | +252.6% | +296.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling