+122.8%
AXON vs ALHC
-60.6%
+183.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.2% | -2.4% |
| 7D | -19.7% | -0.8% | -18.9% | -19.6% |
| 30D | -25.7% | -9.6% | -16.1% | -25.2% |
| 3M | -48.8% | -44.5% | -4.3% | -46.6% |
| 6M | -22.0% | -59.2% | +37.2% | -17.3% |
| YTD | -45.9% | -62.0% | +16.1% | -42.7% |
| 1Y | -46.1% | -54.8% | +8.7% | -43.8% |
| 3Y | +40.9% | +25.0% | +15.9% | +23.9% |
| 5Y | +80.2% | -65.3% | +145.5% | +78.9% |
| All | +122.8% | -60.6% | +183.5% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling