+44.3%
AXON vs ALC
+2.3%
+42.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.1% | -16.1% | -17.4% |
| 7D | -26.8% | +4.9% | -31.7% | -27.9% |
| 30D | -22.9% | +19.0% | -41.9% | -27.1% |
| 3M | -40.1% | +7.8% | -47.9% | -41.3% |
| 6M | -18.9% | +14.6% | -33.5% | -22.0% |
| YTD | -44.9% | -4.4% | -40.4% | -44.2% |
| 1Y | -46.7% | +1.4% | -48.1% | -46.9% |
| 3Y | +44.3% | +2.5% | +41.8% | +40.5% |
| All | +44.3% | +2.3% | +42.1% | +40.5% |
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