+1,028.0%
AXON vs BAH
+210.6%
+817.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -27.4% | +0.5% | -27.8% | -27.3% |
| 30D | -28.5% | +18.2% | -46.7% | -31.8% |
| 3M | -49.3% | +13.1% | -62.3% | -51.1% |
| 6M | -25.0% | +15.2% | -40.2% | -28.4% |
| YTD | -46.7% | +6.0% | -52.7% | -48.3% |
| 1Y | -48.3% | +3.1% | -51.4% | -49.4% |
| 3Y | +38.8% | -26.2% | +65.0% | +44.5% |
| 5Y | +77.7% | +9.3% | +68.4% | +59.5% |
| 10Y | +1,028.0% | +212.3% | +815.7% | +643.6% |
| All | +1,028.0% | +210.6% | +817.4% | +643.6% |
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