+88.4%
AXON vs ALHC
-66.2%
+154.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +2.8% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | -22.8% | -10.6% | -12.2% | -22.2% |
| 3M | -48.8% | -45.3% | -3.4% | -46.6% |
| 6M | -16.3% | -59.7% | +43.4% | -11.4% |
| YTD | -44.5% | -62.7% | +18.3% | -41.2% |
| 1Y | -43.4% | -56.1% | +12.7% | -41.0% |
| 3Y | +44.3% | +21.3% | +23.0% | +26.8% |
| All | +88.4% | -66.2% | +154.7% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling