+318.8%
AXON vs ABCL
-81.3%
+400.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -4.0% |
| 7D | -14.2% | +0.7% | -14.9% | -14.2% |
| 30D | -15.4% | +93.1% | -108.5% | -24.9% |
| 3M | +0.5% | +79.4% | -79.0% | -10.5% |
| 6M | -9.5% | +214.9% | -224.4% | -27.4% |
| YTD | -9.2% | +234.2% | -243.4% | -28.4% |
| 1Y | -29.4% | +174.8% | -204.1% | -43.4% |
| 3Y | +139.4% | +104.5% | +34.9% | +90.8% |
| 5Y | +178.9% | -39.0% | +217.9% | +156.0% |
| All | +318.8% | -81.3% | +400.1% | +319.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling