+1,304.8%
AXON vs ALLE
+222.4%
+1,082.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.9% | -17.2% | -17.7% |
| 7D | -26.8% | -0.6% | -26.3% | -26.5% |
| 30D | -22.9% | +25.3% | -48.2% | -30.6% |
| 3M | -40.1% | +10.3% | -50.4% | -42.8% |
| 6M | -18.9% | +38.0% | -56.9% | -30.3% |
| YTD | -44.9% | +17.8% | -62.7% | -49.7% |
| 1Y | -46.7% | +13.6% | -60.3% | -50.5% |
| 3Y | +44.3% | +89.2% | -44.9% | 0.0% |
| 5Y | +71.4% | +51.1% | +20.3% | +31.0% |
| All | +1,304.8% | +222.4% | +1,082.4% | +590.9% |
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