+109.5%
AXON vs ALLE
+51.8%
+57.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.9% | -6.9% | -8.5% |
| 7D | -12.7% | 0.0% | -12.7% | -12.6% |
| 30D | -8.6% | +20.6% | -29.2% | -16.0% |
| 3M | -37.2% | +11.4% | -48.6% | -40.2% |
| 6M | +0.5% | +42.5% | -42.0% | -14.2% |
| YTD | -32.6% | +18.9% | -51.5% | -38.6% |
| 1Y | -40.2% | +14.2% | -54.3% | -44.4% |
| 3Y | +76.1% | +90.7% | -14.6% | +17.4% |
| 5Y | +109.5% | +52.5% | +57.0% | +49.7% |
| All | +109.5% | +51.8% | +57.6% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling