+1,016.4%
AXON vs ALLE
+208.6%
+807.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -19.7% | +1.6% | -21.3% | -20.3% |
| 30D | -25.7% | +24.1% | -49.8% | -32.8% |
| 3M | -48.8% | +14.8% | -63.6% | -52.0% |
| 6M | -22.0% | +45.9% | -67.9% | -34.6% |
| YTD | -45.9% | +20.7% | -66.7% | -51.1% |
| 1Y | -46.1% | +14.2% | -60.3% | -50.0% |
| 3Y | +40.9% | +90.7% | -49.8% | -2.2% |
| 5Y | +80.2% | +50.6% | +29.7% | +38.5% |
| All | +1,016.4% | +208.6% | +807.8% | +505.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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