+1,304.8%
AXON vs ACGL
+337.7%
+967.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -3.0% | -15.2% | -17.0% |
| 7D | -26.8% | +0.9% | -27.7% | -26.9% |
| 30D | -22.9% | +13.7% | -36.6% | -26.6% |
| 3M | -40.1% | +8.0% | -48.1% | -41.8% |
| 6M | -18.9% | +13.3% | -32.2% | -22.8% |
| YTD | -44.9% | +11.8% | -56.7% | -47.7% |
| 1Y | -46.7% | +22.2% | -68.9% | -51.2% |
| 3Y | +44.3% | +32.5% | +11.9% | +24.6% |
| 5Y | +71.4% | +160.2% | -88.8% | +6.7% |
| All | +1,304.8% | +337.7% | +967.2% | +514.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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