+68.7%
AXON vs BAM
+86.2%
-17.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.9% | -19.1% | -18.6% |
| 7D | -26.8% | +9.7% | -36.5% | -30.3% |
| 30D | -22.9% | +19.0% | -41.9% | -29.4% |
| 3M | -40.1% | +0.6% | -40.6% | -40.3% |
| 6M | -18.9% | +11.1% | -30.0% | -23.1% |
| YTD | -44.9% | +4.2% | -49.1% | -46.4% |
| 1Y | -46.7% | +3.3% | -50.0% | -48.1% |
| 3Y | +44.3% | +88.8% | -44.4% | +10.9% |
| All | +68.7% | +86.2% | -17.5% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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