+127.1%
AXON vs ALHC
-61.5%
+188.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.9% | -15.3% | -18.0% |
| 7D | -26.8% | +1.0% | -27.8% | -26.8% |
| 30D | -22.9% | -14.2% | -8.8% | -22.1% |
| 3M | -40.1% | -45.1% | +5.1% | -37.5% |
| 6M | -18.9% | -59.5% | +40.7% | -14.0% |
| YTD | -44.9% | -62.8% | +17.9% | -41.5% |
| 1Y | -46.7% | -55.5% | +8.8% | -44.4% |
| 3Y | +44.3% | +25.7% | +18.6% | +26.6% |
| 5Y | +71.4% | -66.8% | +138.2% | +70.7% |
| All | +127.1% | -61.5% | +188.6% | +126.3% |
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