+1,304.8%
AXON vs ALLY
+189.4%
+1,115.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.7% | -16.5% | -17.5% |
| 7D | -26.8% | +0.9% | -27.8% | -27.0% |
| 30D | -22.9% | +3.1% | -26.0% | -23.6% |
| 3M | -40.1% | -12.6% | -27.5% | -36.9% |
| 6M | -18.9% | -12.4% | -6.4% | -14.8% |
| YTD | -44.9% | -13.2% | -31.7% | -42.0% |
| 1Y | -46.7% | +1.8% | -48.5% | -47.1% |
| 3Y | +44.3% | +58.0% | -13.6% | +17.2% |
| 5Y | +71.4% | -8.4% | +79.8% | +65.0% |
| All | +1,304.8% | +189.4% | +1,115.5% | +581.4% |
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