-48.1%
AXON vs ALLE
+15.5%
-63.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -4.1% |
| 7D | -28.7% | -0.6% | -28.1% | -28.5% |
| 30D | -28.3% | +26.6% | -54.9% | -33.4% |
| 3M | -46.9% | +13.2% | -60.1% | -49.1% |
| 6M | -24.9% | +42.9% | -67.7% | -31.1% |
| YTD | -46.6% | +21.0% | -67.7% | -52.7% |
| All | -48.1% | +15.5% | -63.6% | -53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling