+2,919.1%
AXON vs ALLE
+260.9%
+2,658.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.2% | -4.7% |
| 7D | -14.2% | -0.2% | -13.9% | -14.0% |
| 30D | -15.4% | -6.8% | -8.6% | -12.3% |
| 3M | +0.5% | +21.0% | -20.6% | -9.0% |
| 6M | -9.5% | +1.1% | -10.6% | -10.5% |
| YTD | -9.2% | -0.5% | -8.7% | -10.3% |
| 1Y | -29.4% | -7.3% | -22.1% | -27.8% |
| 3Y | +139.4% | +42.3% | +97.2% | +87.5% |
| 5Y | +178.9% | +13.5% | +165.4% | +142.7% |
| 10Y | +1,840.8% | +144.0% | +1,696.8% | +896.7% |
| All | +2,919.1% | +260.9% | +2,658.3% | +1,080.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling