+189.3%
ALAB vs AXON
+22.4%
+166.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -9.8% | -9.8% | -16.4% |
| 7D | -38.2% | -12.7% | -25.5% | -35.1% |
| 30D | -54.0% | -8.6% | -45.3% | -52.4% |
| 3M | -43.6% | -37.2% | -6.4% | -35.8% |
| 6M | -16.8% | +0.5% | -17.3% | -22.5% |
| YTD | +7.9% | -32.6% | +40.5% | +16.1% |
| 1Y | -1.4% | -40.2% | +38.8% | +12.6% |
| All | +189.3% | +22.4% | +166.9% | +209.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling