-39.9%
AXON vs ABCL
+138.2%
-178.1%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | +0.2% | -10.0% | +10.2% | +1.9% |
| 30D | +3.0% | -10.9% | +13.9% | +4.6% |
| 3M | -30.1% | +101.6% | -131.8% | -40.1% |
| 6M | +7.7% | +167.5% | -159.8% | -15.9% |
| YTD | -25.3% | +259.1% | -284.4% | -48.8% |
| 1Y | -39.9% | +152.2% | -192.1% | -57.5% |
| All | -39.9% | +138.2% | -178.1% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling