+1,046.6%
AXON vs ALM
+2,100.8%
-1,054.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.7% | -5.0% | +2.4% |
| 7D | +0.8% | +1.2% | -0.5% | +0.7% |
| 30D | -22.8% | -19.3% | -3.4% | -22.1% |
| 3M | -48.8% | -40.6% | -8.1% | -47.8% |
| 6M | -16.3% | -57.9% | +41.6% | -13.9% |
| YTD | -44.5% | -6.7% | -37.8% | -44.8% |
| 1Y | -43.4% | +20.2% | -63.6% | -44.3% |
| 3Y | +44.3% | +879.4% | -835.2% | +30.4% |
| 5Y | +85.1% | +415.3% | -330.2% | +68.8% |
| All | +1,046.6% | +2,100.8% | -1,054.2% | +917.4% |
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