+1,180.9%
AXON vs BAH
+218.8%
+962.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.6% |
| 7D | -28.7% | -1.5% | -27.2% | -28.3% |
| 30D | -28.3% | +17.3% | -45.6% | -31.5% |
| 3M | -46.9% | +14.9% | -61.8% | -49.0% |
| 6M | -24.9% | +14.2% | -39.1% | -28.0% |
| YTD | -46.6% | +5.1% | -51.7% | -48.0% |
| 1Y | -49.7% | +2.1% | -51.8% | -50.7% |
| 3Y | +40.6% | -26.0% | +66.5% | +46.1% |
| 5Y | +71.9% | +9.0% | +62.9% | +54.5% |
| 10Y | +1,180.9% | +208.8% | +972.1% | +801.4% |
| All | +1,180.9% | +218.8% | +962.1% | +801.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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