+1,852.6%
AXON vs ALK
-34.2%
+1,886.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.6% |
| 7D | -14.2% | -0.7% | -13.5% | -14.0% |
| 30D | -15.4% | -19.2% | +3.8% | -9.9% |
| 3M | +0.5% | -1.5% | +2.0% | +0.2% |
| 6M | -9.5% | -13.1% | +3.5% | -7.3% |
| YTD | -9.2% | -16.4% | +7.2% | -6.3% |
| 1Y | -29.4% | -33.1% | +3.7% | -22.5% |
| 3Y | +139.4% | +0.6% | +138.8% | +118.2% |
| 5Y | +178.9% | -26.4% | +205.3% | +175.4% |
| All | +1,852.6% | -34.2% | +1,886.7% | +1,616.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling