-46.7%
AXON vs ACM
-48.7%
+2.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | 0.0% | -18.2% | -18.2% |
| 7D | -26.8% | +5.4% | -32.2% | -27.9% |
| 30D | -22.9% | +15.1% | -38.0% | -25.8% |
| 3M | -40.1% | -10.5% | -29.6% | -38.7% |
| 6M | -18.9% | -19.7% | +0.8% | -15.0% |
| YTD | -44.9% | -28.8% | -16.1% | -40.6% |
| 1Y | -46.7% | -47.9% | +1.2% | -40.3% |
| All | -46.7% | -48.7% | +2.0% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling