+182.3%
AXON vs ALLY
+1.6%
+180.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.3% |
| 7D | -14.2% | +3.7% | -17.8% | -15.2% |
| 30D | -15.4% | -2.3% | -13.1% | -14.7% |
| 3M | +0.5% | +3.8% | -3.3% | -0.8% |
| 6M | -9.5% | +9.7% | -19.2% | -12.4% |
| YTD | -9.2% | -1.4% | -7.8% | -9.1% |
| 1Y | -29.4% | +8.2% | -37.6% | -31.4% |
| 3Y | +139.4% | +66.5% | +72.9% | +96.7% |
| All | +182.3% | +1.6% | +180.7% | +163.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling