-48.3%
AXON vs ALC
+0.5%
-48.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.5% |
| 7D | -27.4% | +2.3% | -29.7% | -27.8% |
| 30D | -28.5% | +15.5% | -44.0% | -32.6% |
| 3M | -49.3% | +0.6% | -49.9% | -49.2% |
| 6M | -25.0% | +18.4% | -43.4% | -28.7% |
| YTD | -46.7% | -5.6% | -41.2% | -45.0% |
| 1Y | -48.3% | 0.0% | -48.3% | -47.0% |
| All | -48.3% | +0.5% | -48.8% | -47.0% |
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