+1,180.9%
AXON vs ACM
+147.1%
+1,033.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.2% | -8.3% | -5.6% |
| 7D | -28.7% | +6.9% | -35.6% | -31.1% |
| 30D | -28.3% | +19.1% | -47.4% | -34.2% |
| 3M | -46.9% | -6.9% | -40.0% | -45.6% |
| 6M | -24.9% | -12.0% | -12.8% | -21.4% |
| YTD | -46.6% | -25.1% | -21.5% | -40.0% |
| 1Y | -49.7% | -45.4% | -4.3% | -34.1% |
| 3Y | +40.6% | -6.9% | +47.5% | +40.9% |
| 5Y | +71.9% | +3.7% | +68.1% | +63.1% |
| 10Y | +1,180.9% | +135.8% | +1,045.1% | +712.7% |
| All | +1,180.9% | +147.1% | +1,033.7% | +712.7% |
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