+1,852.6%
AXON vs ALLY
+191.1%
+1,661.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.3% |
| 7D | -14.2% | +3.7% | -17.8% | -15.3% |
| 30D | -15.4% | -2.3% | -13.1% | -14.6% |
| 3M | +0.5% | +3.8% | -3.3% | -0.9% |
| 6M | -9.5% | +9.7% | -19.2% | -12.8% |
| YTD | -9.2% | -1.4% | -7.8% | -9.0% |
| 1Y | -29.4% | +8.2% | -37.6% | -31.7% |
| 3Y | +139.4% | +66.5% | +72.9% | +90.0% |
| 5Y | +178.9% | +1.2% | +177.7% | +156.8% |
| All | +1,852.6% | +191.1% | +1,661.4% | +849.6% |
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