+120.0%
AXON vs ALHC
-61.8%
+181.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.2% | -3.1% |
| 7D | -28.7% | +3.9% | -32.6% | -28.9% |
| 30D | -28.3% | -3.6% | -24.7% | -28.1% |
| 3M | -46.9% | -49.4% | +2.5% | -44.3% |
| 6M | -24.9% | -59.5% | +34.6% | -20.4% |
| YTD | -46.6% | -63.2% | +16.6% | -43.3% |
| 1Y | -49.7% | -55.5% | +5.8% | -47.5% |
| 3Y | +40.6% | +23.0% | +17.5% | +23.6% |
| 5Y | +71.9% | -65.7% | +137.6% | +70.5% |
| All | +120.0% | -61.8% | +181.8% | +119.4% |
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