+76.4%
AXON vs ACGL
+35.5%
+40.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.1% | -9.7% | -9.8% |
| 7D | -12.7% | +6.4% | -19.0% | -13.6% |
| 30D | -8.6% | +16.6% | -25.2% | -11.2% |
| 3M | -37.2% | +11.6% | -48.8% | -38.5% |
| 6M | +0.5% | +17.5% | -16.9% | -2.2% |
| YTD | -32.6% | +15.3% | -47.9% | -34.5% |
| 1Y | -40.2% | +26.3% | -66.5% | -43.1% |
| All | +76.4% | +35.5% | +40.9% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling