+38.8%
AXON vs ALLE
+92.8%
-54.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -27.4% | +0.1% | -27.4% | -27.3% |
| 30D | -28.5% | +25.9% | -54.4% | -32.8% |
| 3M | -49.3% | +14.9% | -64.1% | -51.2% |
| 6M | -25.0% | +42.1% | -67.1% | -31.1% |
| YTD | -46.7% | +20.4% | -67.1% | -49.9% |
| 1Y | -48.3% | +14.9% | -63.1% | -50.8% |
| 3Y | +38.8% | +90.1% | -51.3% | +15.5% |
| All | +38.8% | +92.8% | -54.0% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling