+44.3%
AXON vs ALK
+16.0%
+28.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.6% | -18.8% | -18.3% |
| 7D | -26.8% | +9.0% | -35.9% | -28.4% |
| 30D | -22.9% | -1.6% | -21.3% | -22.7% |
| 3M | -40.1% | -23.2% | -16.9% | -36.6% |
| 6M | -18.9% | -3.9% | -15.0% | -18.8% |
| YTD | -44.9% | -22.6% | -22.3% | -42.8% |
| 1Y | -46.7% | -5.3% | -41.4% | -46.8% |
| 3Y | +44.3% | +18.6% | +25.8% | +42.6% |
| All | +44.3% | +16.0% | +28.4% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling