+77.2%
AXON vs ALC
-11.2%
+88.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.1% | -16.1% | -17.3% |
| 7D | -26.8% | +4.9% | -31.7% | -28.1% |
| 30D | -22.9% | +19.0% | -41.9% | -28.1% |
| 3M | -40.1% | +7.8% | -47.9% | -41.6% |
| 6M | -18.9% | +14.6% | -33.5% | -23.1% |
| YTD | -44.9% | -4.4% | -40.4% | -44.1% |
| 1Y | -46.7% | +1.4% | -48.1% | -47.3% |
| 3Y | +44.3% | +2.5% | +41.8% | +36.3% |
| All | +77.2% | -11.2% | +88.4% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling