+86.7%
AXON vs BAH
+8.7%
+77.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.4% |
| 7D | -25.6% | -1.6% | -24.0% | -25.2% |
| 30D | -23.9% | +18.0% | -41.9% | -27.0% |
| 3M | -50.4% | +11.4% | -61.9% | -51.8% |
| 6M | -20.0% | +17.7% | -37.7% | -23.5% |
| YTD | -44.5% | +5.4% | -49.8% | -45.8% |
| 1Y | -44.9% | +2.8% | -47.6% | -45.9% |
| 3Y | +44.7% | -26.7% | +71.4% | +50.1% |
| 5Y | +86.7% | +8.1% | +78.6% | +61.3% |
| All | +86.7% | +8.7% | +77.9% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling