+77.2%
AXON vs ABCL
-21.8%
+99.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +6.7% | -24.9% | -19.3% |
| 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% | -47.2% |
| 6M | -18.9% | +135.7% | -154.6% | -33.2% |
| YTD | -44.9% | +247.4% | -292.3% | -58.2% |
| 1Y | -46.7% | +162.3% | -208.9% | -57.8% |
| 3Y | +44.3% | +165.5% | -121.1% | +5.6% |
| All | +77.2% | -21.8% | +99.0% | +59.8% |
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