+182.3%
AXON vs ALM
+951.0%
-768.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -4.1% |
| 7D | -14.2% | -2.6% | -11.6% | -14.0% |
| 30D | -15.4% | +32.0% | -47.4% | -16.8% |
| 3M | +0.5% | -15.0% | +15.5% | +0.8% |
| 6M | -9.5% | -10.1% | +0.6% | -10.1% |
| YTD | -9.2% | +99.4% | -108.6% | -13.3% |
| 1Y | -29.4% | +316.4% | -345.7% | -35.1% |
| 3Y | +139.4% | +2,022.0% | -1,882.6% | +104.2% |
| All | +182.3% | +951.0% | -768.7% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling