+1,852.6%
AXON vs BAH
+185.2%
+1,667.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.7% |
| 7D | -14.2% | -3.2% | -10.9% | -13.3% |
| 30D | -15.4% | +2.0% | -17.4% | -15.8% |
| 3M | +0.5% | -7.6% | +8.1% | +2.6% |
| 6M | -9.5% | -5.7% | -3.8% | -8.3% |
| YTD | -9.2% | -11.7% | +2.5% | -6.8% |
| 1Y | -29.4% | -27.4% | -2.0% | -23.8% |
| 3Y | +139.4% | -32.5% | +172.0% | +155.5% |
| 5Y | +178.9% | -3.3% | +182.2% | +157.8% |
| All | +1,852.6% | +185.2% | +1,667.4% | +1,078.8% |
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