+1,304.8%
AXON vs ACM
+155.0%
+1,149.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | 0.0% | -18.2% | -18.2% |
| 7D | -26.8% | +5.4% | -32.2% | -28.6% |
| 30D | -22.9% | +15.1% | -38.0% | -27.9% |
| 3M | -40.1% | -10.5% | -29.6% | -37.4% |
| 6M | -18.9% | -19.7% | +0.8% | -11.3% |
| YTD | -44.9% | -28.8% | -16.1% | -36.4% |
| 1Y | -46.7% | -47.9% | +1.2% | -28.5% |
| 3Y | +44.3% | -12.4% | +56.7% | +49.2% |
| 5Y | +71.4% | +0.6% | +70.8% | +65.5% |
| All | +1,304.8% | +155.0% | +1,149.8% | +764.5% |
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