+1,028.0%
AXON vs ACM
+133.7%
+894.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -27.4% | +6.6% | -34.0% | -29.6% |
| 30D | -28.5% | +19.8% | -48.2% | -34.4% |
| 3M | -49.3% | -3.1% | -46.1% | -49.0% |
| 6M | -25.0% | -11.5% | -13.5% | -21.9% |
| YTD | -46.7% | -24.7% | -22.0% | -40.3% |
| 1Y | -48.3% | -45.1% | -3.2% | -32.5% |
| 3Y | +38.8% | -8.9% | +47.7% | +40.7% |
| 5Y | +77.7% | +5.4% | +72.3% | +67.6% |
| 10Y | +1,028.0% | +131.1% | +897.0% | +620.4% |
| All | +1,028.0% | +133.7% | +894.3% | +620.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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