+1,874.2%
AXON vs ALM
+2,950.3%
-1,076.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -4.1% |
| 7D | -14.2% | -2.6% | -11.6% | -14.1% |
| 30D | -15.4% | +32.0% | -47.4% | -16.4% |
| 3M | +0.5% | -15.0% | +15.5% | +0.7% |
| 6M | -9.5% | -10.1% | +0.6% | -9.9% |
| YTD | -9.2% | +99.4% | -108.6% | -12.1% |
| 1Y | -29.4% | +316.4% | -345.7% | -33.6% |
| 3Y | +139.4% | +2,022.0% | -1,882.6% | +112.1% |
| 5Y | +178.9% | +941.2% | -762.3% | +149.9% |
| All | +1,874.2% | +2,950.3% | -1,076.1% | +1,670.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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