+36.1%
ALNY vs AXON
+167.8%
-131.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | -0.2% |
| 7D | -3.5% | -3.3% | -0.2% | -3.0% |
| 30D | +18.9% | -17.8% | +36.7% | +23.0% |
| 3M | -13.3% | +8.3% | -21.6% | -15.0% |
| 6M | -20.3% | -12.4% | -7.9% | -19.5% |
| YTD | -35.1% | -13.7% | -21.4% | -34.7% |
| 1Y | -46.5% | -33.1% | -13.4% | -43.8% |
| 3Y | +28.1% | +128.2% | -100.1% | -7.8% |
| 5Y | +36.1% | +170.5% | -134.4% | -20.1% |
| All | +36.1% | +167.8% | -131.7% | -20.1% |
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 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