+182.3%
AXON vs ACGL
+161.8%
+20.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.4% | -3.7% |
| 7D | -14.2% | -0.7% | -13.4% | -13.9% |
| 30D | -15.4% | -1.0% | -14.4% | -15.2% |
| 3M | +0.5% | +11.0% | -10.6% | -2.5% |
| 6M | -9.5% | -0.3% | -9.2% | -9.5% |
| YTD | -9.2% | +2.3% | -11.5% | -10.3% |
| 1Y | -29.4% | +6.4% | -35.8% | -31.3% |
| 3Y | +139.4% | +34.0% | +105.4% | +109.4% |
| All | +182.3% | +161.8% | +20.5% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling