+423.5%
AXON vs ALC
+26.4%
+397.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.8% | -2.2% |
| 7D | -19.7% | -6.2% | -13.6% | -17.2% |
| 30D | -25.7% | +14.0% | -39.7% | -30.0% |
| 3M | -48.8% | -2.4% | -46.4% | -48.2% |
| 6M | -22.0% | +12.6% | -34.6% | -26.0% |
| YTD | -45.9% | -8.4% | -37.5% | -44.0% |
| 1Y | -46.1% | -9.1% | -36.9% | -44.0% |
| 3Y | +40.9% | -0.3% | +41.2% | +34.1% |
| 5Y | +80.2% | -9.9% | +90.1% | +77.5% |
| All | +423.5% | +26.4% | +397.2% | +322.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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