+119.5%
AXON vs ALHC
-59.7%
+179.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.6% |
| 7D | -27.4% | +3.8% | -31.2% | -27.5% |
| 30D | -28.5% | +1.7% | -30.1% | -28.6% |
| 3M | -49.3% | -44.3% | -4.9% | -47.2% |
| 6M | -25.0% | -57.2% | +32.2% | -20.9% |
| YTD | -46.7% | -61.2% | +14.4% | -43.6% |
| 1Y | -48.3% | -53.2% | +4.9% | -46.3% |
| 3Y | +38.8% | +27.8% | +11.0% | +21.9% |
| 5Y | +77.7% | -65.4% | +143.1% | +76.5% |
| All | +119.5% | -59.7% | +179.3% | +118.0% |
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