+1,046.6%
AXON vs ALLY
+174.3%
+872.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.4% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | -22.8% | +5.2% | -28.0% | -24.0% |
| 3M | -48.8% | -13.3% | -35.5% | -45.9% |
| 6M | -16.3% | -6.7% | -9.6% | -14.1% |
| YTD | -44.5% | -12.8% | -31.6% | -41.7% |
| 1Y | -43.4% | +0.7% | -44.1% | -43.6% |
| 3Y | +44.3% | +65.2% | -21.0% | +15.5% |
| 5Y | +85.1% | -10.1% | +95.2% | +79.7% |
| All | +1,046.6% | +174.3% | +872.3% | +584.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling