+77.2%
AXON vs ALB
-61.7%
+138.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.9% | -19.1% | -18.3% |
| 7D | -26.8% | +9.1% | -35.9% | -28.0% |
| 30D | -22.9% | -3.4% | -19.5% | -22.6% |
| 3M | -40.1% | -20.6% | -19.5% | -37.8% |
| 6M | -18.9% | -48.2% | +29.3% | -9.5% |
| YTD | -44.9% | -29.2% | -15.6% | -42.9% |
| 1Y | -46.7% | +10.0% | -56.7% | -49.6% |
| 3Y | +44.3% | -12.9% | +57.2% | +31.7% |
| All | +77.2% | -61.7% | +138.9% | +110.5% |
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 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