+65.5%
AXON vs BAM
+80.8%
-15.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.6% |
| 7D | -19.7% | -2.0% | -17.7% | -19.1% |
| 30D | -25.7% | +13.7% | -39.4% | -30.5% |
| 3M | -48.8% | -4.8% | -44.0% | -47.7% |
| 6M | -22.0% | +7.6% | -29.6% | -25.0% |
| YTD | -45.9% | +1.2% | -47.1% | -46.7% |
| 1Y | -46.1% | -2.3% | -43.8% | -46.1% |
| 3Y | +40.9% | +84.1% | -43.2% | +9.6% |
| All | +65.5% | +80.8% | -15.3% | +28.7% |
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