+1,060.5%
AXON vs ALM
+2,084.7%
-1,024.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.0% | +4.2% |
| 7D | -25.6% | -7.2% | -18.5% | -25.4% |
| 30D | -23.9% | -26.4% | +2.5% | -23.0% |
| 3M | -50.4% | -38.6% | -11.8% | -49.6% |
| 6M | -20.0% | -61.0% | +41.0% | -17.4% |
| YTD | -44.5% | -7.4% | -37.1% | -44.8% |
| 1Y | -44.9% | +14.0% | -58.8% | -45.7% |
| 3Y | +44.7% | +844.4% | -799.7% | +31.0% |
| 5Y | +86.7% | +410.8% | -324.1% | +70.3% |
| 10Y | +1,060.5% | +2,084.7% | -1,024.3% | +930.6% |
| All | +1,060.5% | +2,084.7% | -1,024.3% | +930.6% |
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