-39.9%
AXON vs ALK
-1.1%
-38.8%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.8% | -6.9% | -0.7% |
| 7D | +0.2% | +12.4% | -12.2% | -3.3% |
| 30D | +3.0% | +2.1% | +0.9% | +2.1% |
| 3M | -30.1% | -23.9% | -6.3% | -24.7% |
| 6M | +7.7% | +8.2% | -0.5% | +3.6% |
| YTD | -25.3% | -20.5% | -4.8% | -23.3% |
| 1Y | -39.9% | -1.0% | -38.9% | -42.7% |
| All | -39.9% | -1.1% | -38.8% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling