+77.7%
AXON vs ALB
-62.6%
+140.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.5% |
| 7D | -27.4% | +5.3% | -32.6% | -28.1% |
| 30D | -28.5% | -6.3% | -22.2% | -27.8% |
| 3M | -49.3% | -27.4% | -21.9% | -46.6% |
| 6M | -25.0% | -53.1% | +28.1% | -14.8% |
| YTD | -46.7% | -32.3% | -14.4% | -44.4% |
| 1Y | -48.3% | -7.3% | -41.0% | -49.4% |
| 3Y | +38.8% | -14.9% | +53.7% | +26.9% |
| 5Y | +77.7% | -62.0% | +139.7% | +103.3% |
| All | +77.7% | -62.6% | +140.3% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling