+415.8%
AXON vs ALC
+30.3%
+385.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.5% |
| 7D | -27.4% | +2.3% | -29.7% | -28.0% |
| 30D | -28.5% | +15.5% | -44.0% | -33.0% |
| 3M | -49.3% | +0.6% | -49.9% | -49.3% |
| 6M | -25.0% | +18.4% | -43.4% | -30.5% |
| YTD | -46.7% | -5.6% | -41.2% | -45.6% |
| 1Y | -48.3% | 0.0% | -48.3% | -48.7% |
| 3Y | +38.8% | +2.8% | +36.0% | +30.3% |
| 5Y | +77.7% | -8.8% | +86.5% | +74.4% |
| All | +415.8% | +30.3% | +385.5% | +310.7% |
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