+1,046.6%
AXON vs ALB
+32.4%
+1,014.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.0% |
| 7D | +0.8% | -5.8% | +6.5% | +2.0% |
| 30D | -22.8% | -4.5% | -18.2% | -22.2% |
| 3M | -48.8% | -28.1% | -20.7% | -45.3% |
| 6M | -16.3% | -53.2% | +36.9% | -2.6% |
| YTD | -44.5% | -33.3% | -11.1% | -41.3% |
| 1Y | -43.4% | -17.4% | -26.0% | -43.2% |
| 3Y | +44.3% | -14.1% | +58.4% | +30.3% |
| 5Y | +85.1% | -64.0% | +149.1% | +106.7% |
| All | +1,046.6% | +32.4% | +1,014.2% | +767.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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