+40.6%
AXON vs ALB
-13.4%
+54.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -28.7% | +9.5% | -38.2% | -29.4% |
| 30D | -28.3% | -2.1% | -26.2% | -28.2% |
| 3M | -46.9% | -24.1% | -22.8% | -45.6% |
| 6M | -24.9% | -51.0% | +26.1% | -19.8% |
| YTD | -46.6% | -29.3% | -17.3% | -45.5% |
| 1Y | -49.7% | +3.2% | -52.8% | -50.5% |
| 3Y | +40.6% | -9.3% | +49.9% | +35.5% |
| All | +40.6% | -13.4% | +54.0% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling