-18.9%
AXON vs ALM
-60.8%
+41.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +2.1% | -20.3% | -18.3% |
| 7D | -26.8% | -6.7% | -20.2% | -26.4% |
| 30D | -22.9% | -32.9% | +10.0% | -21.5% |
| 3M | -40.1% | -39.5% | -0.6% | -38.7% |
| 6M | -18.9% | -62.0% | +43.1% | -15.3% |
| All | -18.9% | -60.8% | +41.9% | -15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling