+1,046.6%
AXON vs ACM
+132.6%
+914.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.2% | +2.4% |
| 7D | +0.8% | +5.6% | -4.9% | -2.1% |
| 30D | -22.8% | +20.8% | -43.6% | -29.7% |
| 3M | -48.8% | +11.4% | -60.2% | -51.6% |
| 6M | -16.3% | +0.9% | -17.2% | -17.8% |
| YTD | -44.5% | -24.8% | -19.6% | -37.6% |
| 1Y | -43.4% | -46.4% | +3.0% | -24.8% |
| 3Y | +44.3% | -9.2% | +53.5% | +46.3% |
| 5Y | +85.1% | +5.0% | +80.1% | +74.3% |
| All | +1,046.6% | +132.6% | +914.0% | +619.9% |
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