+109.5%
AXON vs ACGL
+174.7%
-65.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.1% | -9.7% | -9.8% |
| 7D | -12.7% | +6.4% | -19.0% | -14.3% |
| 30D | -8.6% | +16.6% | -25.2% | -12.8% |
| 3M | -37.2% | +11.6% | -48.8% | -39.4% |
| 6M | +0.5% | +17.5% | -16.9% | -4.4% |
| YTD | -32.6% | +15.3% | -47.9% | -35.9% |
| 1Y | -40.2% | +26.3% | -66.5% | -44.9% |
| 3Y | +76.1% | +35.9% | +40.2% | +54.8% |
| 5Y | +109.5% | +168.2% | -58.7% | +25.8% |
| All | +109.5% | +174.7% | -65.2% | +25.8% |
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