+437.7%
AXON vs ALC
+30.4%
+407.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +1.2% |
| 7D | +0.8% | -1.1% | +1.9% | +1.2% |
| 30D | -22.8% | +16.0% | -38.8% | -27.8% |
| 3M | -48.8% | +0.8% | -49.6% | -48.9% |
| 6M | -16.3% | +16.8% | -33.1% | -21.9% |
| YTD | -44.5% | -5.5% | -39.0% | -43.4% |
| 1Y | -43.4% | -5.3% | -38.1% | -42.4% |
| 3Y | +44.3% | +4.1% | +40.2% | +34.4% |
| 5Y | +85.1% | -7.1% | +92.2% | +79.7% |
| All | +437.7% | +30.4% | +407.3% | +327.8% |
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