+128.9%
AXON vs ALHC
-59.6%
+188.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -25.6% | -5.5% | -20.1% | -25.3% |
| 30D | -23.9% | -4.9% | -18.9% | -23.6% |
| 3M | -50.4% | -41.7% | -8.7% | -48.5% |
| 6M | -20.0% | -55.2% | +35.2% | -16.0% |
| YTD | -44.5% | -61.1% | +16.6% | -41.2% |
| 1Y | -44.9% | -53.3% | +8.5% | -42.7% |
| 3Y | +44.7% | +28.2% | +16.6% | +27.0% |
| 5Y | +86.7% | -65.8% | +152.5% | +85.8% |
| All | +128.9% | -59.6% | +188.5% | +127.2% |
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