+1,304.8%
AXON vs BAX
-36.8%
+1,341.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.5% | -18.7% | -18.3% |
| 7D | -26.8% | +12.1% | -39.0% | -28.5% |
| 30D | -22.9% | +7.6% | -30.5% | -24.2% |
| 3M | -40.1% | -4.5% | -35.6% | -39.6% |
| 6M | -18.9% | +52.0% | -70.9% | -25.0% |
| YTD | -44.9% | +35.1% | -80.0% | -48.6% |
| 1Y | -46.7% | +43.7% | -90.4% | -51.0% |
| 3Y | +44.3% | -20.9% | +65.3% | +44.2% |
| 5Y | +71.4% | -63.5% | +134.9% | +116.9% |
| All | +1,304.8% | -36.8% | +1,341.7% | +1,525.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling