+154.2%
AXON vs ABCL
-80.5%
+234.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +6.7% | -24.9% | -19.2% |
| 7D | -26.8% | -3.2% | -23.7% | -26.7% |
| 30D | -22.9% | -7.4% | -15.5% | -22.4% |
| 3M | -40.1% | +81.9% | -122.0% | -46.7% |
| 6M | -18.9% | +135.7% | -154.6% | -32.1% |
| YTD | -44.9% | +247.4% | -292.3% | -57.2% |
| 1Y | -46.7% | +162.3% | -208.9% | -56.9% |
| 3Y | +44.3% | +165.5% | -121.1% | +8.5% |
| 5Y | +71.4% | -21.3% | +92.6% | +51.6% |
| All | +154.2% | -80.5% | +234.7% | +150.4% |
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