-46.7%
AXON vs ALC
+2.0%
-48.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.1% | -16.1% | -17.2% |
| 7D | -26.8% | +4.9% | -31.7% | -28.1% |
| 30D | -22.9% | +19.0% | -41.9% | -28.2% |
| 3M | -40.1% | +7.8% | -47.9% | -41.4% |
| 6M | -18.9% | +14.6% | -33.5% | -22.3% |
| YTD | -44.9% | -4.4% | -40.4% | -43.5% |
| 1Y | -46.7% | +1.4% | -48.1% | -45.7% |
| All | -46.7% | +2.0% | -48.7% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling