+2,197.7%
AXON vs ALLY
+101.5%
+2,096.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.3% | -8.5% | -9.3% |
| 7D | -12.7% | -1.1% | -11.5% | -12.3% |
| 30D | -8.6% | +4.2% | -12.8% | -10.0% |
| 3M | -37.2% | -12.4% | -24.8% | -33.9% |
| 6M | +0.5% | -8.7% | +9.2% | +3.9% |
| YTD | -32.6% | -11.6% | -21.0% | -29.6% |
| 1Y | -40.2% | +0.2% | -40.3% | -40.3% |
| 3Y | +76.1% | +57.1% | +19.0% | +41.6% |
| 5Y | +109.5% | -6.8% | +116.3% | +98.9% |
| 10Y | +1,640.5% | +200.4% | +1,440.1% | +742.7% |
| All | +2,197.7% | +101.5% | +2,096.2% | +1,235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling