-39.9%
AXON vs BAX
+46.0%
-86.0%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.1% | +1.0% |
| 7D | +0.2% | +4.1% | -3.8% | -0.7% |
| 30D | +3.0% | +9.4% | -6.4% | +0.9% |
| 3M | -30.1% | -6.5% | -23.7% | -29.4% |
| 6M | +7.7% | +59.6% | -51.9% | +3.1% |
| YTD | -25.3% | +38.9% | -64.2% | -30.7% |
| 1Y | -39.9% | +48.0% | -87.9% | -45.1% |
| All | -39.9% | +46.0% | -86.0% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling