+156.2%
AXON vs ABCL
-81.2%
+237.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.9% |
| 7D | +0.8% | -3.3% | +4.1% | +1.2% |
| 30D | -22.8% | -7.1% | -15.7% | -22.4% |
| 3M | -48.8% | +4.7% | -53.5% | -49.8% |
| 6M | -16.3% | +140.9% | -157.2% | -30.1% |
| YTD | -44.5% | +236.0% | -280.4% | -56.7% |
| 1Y | -43.4% | +217.4% | -260.8% | -55.5% |
| 3Y | +44.3% | +188.7% | -144.4% | +6.4% |
| 5Y | +85.1% | -23.5% | +108.6% | +64.4% |
| All | +156.2% | -81.2% | +237.4% | +153.5% |
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 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