-9.5%
AXON vs ALB
-25.5%
+16.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.4% | +0.3% | -4.4% |
| 7D | -14.2% | -8.1% | -6.1% | -14.6% |
| 30D | -15.4% | +6.3% | -21.7% | -14.8% |
| 3M | +0.5% | -23.6% | +24.1% | +0.1% |
| 6M | -9.5% | -24.6% | +15.1% | -12.6% |
| All | -9.5% | -25.5% | +16.0% | -12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling