+3,229.8%
AXON vs ALM
+3,507.4%
-277.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +2.1% | -20.3% | -18.2% |
| 7D | -26.8% | -6.7% | -20.2% | -26.8% |
| 30D | -22.9% | -32.9% | +10.0% | -22.9% |
| 3M | -40.1% | -39.5% | -0.6% | -40.1% |
| 6M | -18.9% | -62.0% | +43.1% | -18.8% |
| YTD | -44.9% | -7.8% | -37.1% | -44.9% |
| 1Y | -46.7% | +26.7% | -73.4% | -46.7% |
| 3Y | +44.3% | +825.4% | -781.0% | +44.5% |
| 5Y | +71.4% | +401.2% | -329.9% | +71.6% |
| 10Y | +1,324.0% | +2,074.0% | -750.0% | +1,332.8% |
| All | +3,229.8% | +3,507.4% | -277.7% | +3,292.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling