+272.3%
ALAB vs AXON
+1.0%
+271.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.3% | +2.6% | +5.5% |
| 7D | +3.4% | -25.6% | +29.1% | +12.8% |
| 30D | -28.8% | -23.9% | -4.9% | -22.9% |
| 3M | -26.0% | -50.4% | +24.4% | -9.4% |
| 6M | +11.4% | -20.0% | +31.4% | +11.3% |
| YTD | +38.8% | -44.5% | +83.3% | +56.6% |
| 1Y | +37.8% | -44.9% | +82.7% | +56.9% |
| All | +272.3% | +1.0% | +271.3% | +317.1% |
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