+1,852.6%
AXON vs ACM
+127.0%
+1,725.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | -14.2% | -3.7% | -10.4% | -12.5% |
| 30D | -15.4% | -11.1% | -4.3% | -11.1% |
| 3M | +0.5% | -8.0% | +8.5% | +3.6% |
| 6M | -9.5% | -29.7% | +20.2% | +6.1% |
| YTD | -9.2% | -29.4% | +20.2% | +5.2% |
| 1Y | -29.4% | -46.4% | +17.1% | -6.6% |
| 3Y | +139.4% | -22.3% | +161.8% | +162.6% |
| 5Y | +178.9% | +4.5% | +174.4% | +164.3% |
| All | +1,852.6% | +127.0% | +1,725.6% | +1,115.1% |
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