+2,139.8%
AXON vs ALLE
+331.3%
+1,808.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.9% | -6.9% | -8.3% |
| 7D | -12.7% | 0.0% | -12.7% | -12.6% |
| 30D | -8.6% | +20.6% | -29.2% | -17.0% |
| 3M | -37.2% | +11.4% | -48.6% | -40.7% |
| 6M | +0.5% | +42.5% | -42.0% | -16.3% |
| YTD | -32.6% | +18.9% | -51.5% | -39.3% |
| 1Y | -40.2% | +14.2% | -54.3% | -45.0% |
| 3Y | +76.1% | +90.7% | -14.6% | +17.8% |
| 5Y | +109.5% | +52.5% | +57.0% | +56.2% |
| 10Y | +1,640.5% | +231.2% | +1,409.3% | +644.4% |
| All | +2,139.8% | +331.3% | +1,808.5% | +698.3% |
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