+77.2%
AXON vs ACGL
+159.2%
-82.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -3.0% | -15.2% | -17.2% |
| 7D | -26.8% | +0.9% | -27.7% | -26.8% |
| 30D | -22.9% | +13.7% | -36.6% | -25.7% |
| 3M | -40.1% | +8.0% | -48.1% | -41.4% |
| 6M | -18.9% | +13.3% | -32.2% | -21.8% |
| YTD | -44.9% | +11.8% | -56.7% | -47.0% |
| 1Y | -46.7% | +22.2% | -68.9% | -50.3% |
| 3Y | +44.3% | +32.5% | +11.9% | +28.2% |
| All | +77.2% | +159.2% | -82.0% | +8.0% |
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