+71.9%
AXON vs ABCL
-18.8%
+90.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.2% | -8.4% | -4.0% |
| 7D | -28.7% | +12.4% | -41.1% | -30.4% |
| 30D | -28.3% | -0.4% | -27.9% | -28.7% |
| 3M | -46.9% | +80.4% | -127.3% | -53.1% |
| 6M | -24.9% | +138.5% | -163.4% | -38.1% |
| YTD | -46.6% | +265.5% | -312.1% | -59.9% |
| 1Y | -49.7% | +219.7% | -269.4% | -61.4% |
| 3Y | +40.6% | +209.4% | -168.8% | -0.8% |
| 5Y | +71.9% | -15.0% | +86.9% | +52.7% |
| All | +71.9% | -18.8% | +90.7% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling