+77.2%
AXON vs ALLY
-9.5%
+86.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.7% | -16.5% | -17.6% |
| 7D | -26.8% | +0.9% | -27.8% | -26.9% |
| 30D | -22.9% | +3.1% | -26.0% | -23.6% |
| 3M | -40.1% | -12.6% | -27.5% | -37.1% |
| 6M | -18.9% | -12.4% | -6.4% | -15.1% |
| YTD | -44.9% | -13.2% | -31.7% | -42.3% |
| 1Y | -46.7% | +1.8% | -48.5% | -47.0% |
| 3Y | +44.3% | +58.0% | -13.6% | +19.7% |
| All | +77.2% | -9.5% | +86.7% | +80.7% |
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