+552.2%
AXON vs ALC
+34.7%
+517.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.0% | -8.8% | -9.4% |
| 7D | -12.7% | +7.6% | -20.3% | -15.6% |
| 30D | -8.6% | +21.1% | -29.8% | -16.4% |
| 3M | -37.2% | +8.5% | -45.7% | -39.4% |
| 6M | +0.5% | +2.8% | -2.3% | -1.5% |
| YTD | -32.6% | -2.4% | -30.2% | -32.4% |
| 1Y | -40.2% | +3.5% | -43.7% | -41.7% |
| 3Y | +76.1% | +4.2% | +71.9% | +64.2% |
| 5Y | +109.5% | -9.0% | +118.4% | +105.9% |
| All | +552.2% | +34.7% | +517.5% | +410.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling