+145.7%
AXON vs ABCL
-79.6%
+225.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -27.4% | +2.3% | -29.7% | -27.8% |
| 30D | -28.5% | -0.7% | -27.8% | -28.8% |
| 3M | -49.3% | +33.4% | -82.7% | -52.2% |
| 6M | -25.0% | +137.8% | -162.8% | -37.2% |
| YTD | -46.7% | +264.3% | -311.1% | -59.0% |
| 1Y | -48.3% | +209.2% | -257.4% | -59.2% |
| 3Y | +38.8% | +208.4% | -169.6% | +1.5% |
| 5Y | +77.7% | -11.9% | +89.6% | +54.8% |
| All | +145.7% | -79.6% | +225.3% | +140.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling