+1,180.9%
AXON vs ALLE
+233.6%
+947.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -4.4% |
| 7D | -28.7% | -0.6% | -28.1% | -28.4% |
| 30D | -28.3% | +26.6% | -54.9% | -35.9% |
| 3M | -46.9% | +13.2% | -60.1% | -49.9% |
| 6M | -24.9% | +42.9% | -67.7% | -36.6% |
| YTD | -46.6% | +21.0% | -67.7% | -51.9% |
| 1Y | -49.7% | +15.2% | -64.8% | -53.6% |
| 3Y | +40.6% | +95.6% | -55.0% | -4.2% |
| 5Y | +71.9% | +53.4% | +18.5% | +30.5% |
| 10Y | +1,180.9% | +221.5% | +959.4% | +550.6% |
| All | +1,180.9% | +233.6% | +947.2% | +550.6% |
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