+138.7%
AXON vs ALC
-13.4%
+152.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -3.4% |
| 7D | -14.2% | -2.1% | -12.1% | -13.5% |
| 30D | -15.4% | -0.1% | -15.3% | -15.0% |
| 3M | +0.5% | +5.9% | -5.4% | -1.0% |
| 6M | -9.5% | -15.9% | +6.4% | -4.5% |
| YTD | -9.2% | -10.1% | +0.9% | -6.1% |
| 1Y | -29.4% | -10.2% | -19.2% | -27.0% |
| All | +138.7% | -13.4% | +152.0% | +151.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling