+8,986.9%
AXON vs BAH
+1,110.0%
+7,876.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +1.2% | -11.0% | -10.2% |
| 7D | -12.7% | +6.0% | -18.7% | -14.3% |
| 30D | -8.6% | +31.1% | -39.7% | -16.1% |
| 3M | -37.2% | +25.2% | -62.4% | -41.7% |
| 6M | +0.5% | +18.9% | -18.4% | -5.5% |
| YTD | -32.6% | +8.3% | -40.9% | -35.3% |
| 1Y | -40.2% | +6.2% | -46.4% | -42.3% |
| 3Y | +76.1% | -22.8% | +98.9% | +80.8% |
| 5Y | +109.5% | +13.6% | +95.9% | +85.1% |
| 10Y | +1,640.5% | +240.2% | +1,400.3% | +927.1% |
| All | +8,986.9% | +1,110.0% | +7,876.9% | +3,553.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling