+7,334.7%
AXON vs BAH
+1,056.2%
+6,278.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -4.4% | -13.7% | -16.8% |
| 7D | -26.8% | -3.5% | -23.3% | -25.8% |
| 30D | -22.9% | +24.3% | -47.2% | -27.9% |
| 3M | -40.1% | +16.3% | -56.4% | -42.8% |
| 6M | -18.9% | +13.6% | -32.5% | -22.4% |
| YTD | -44.9% | +3.5% | -48.4% | -46.2% |
| 1Y | -46.7% | +2.7% | -49.4% | -47.9% |
| 3Y | +44.3% | -26.6% | +70.9% | +50.9% |
| 5Y | +71.4% | +8.5% | +62.8% | +54.1% |
| 10Y | +1,324.0% | +225.1% | +1,098.9% | +754.7% |
| All | +7,334.7% | +1,056.2% | +6,278.5% | +2,940.1% |
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