-44.9%
AXON vs BAX
+48.0%
-92.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.3% |
| 7D | -25.6% | -0.6% | -25.0% | -25.5% |
| 30D | -23.9% | +6.3% | -30.2% | -25.0% |
| 3M | -50.4% | -4.6% | -45.9% | -50.1% |
| 6M | -20.0% | +50.4% | -70.4% | -23.2% |
| YTD | -44.5% | +38.0% | -82.5% | -48.2% |
| 1Y | -44.9% | +44.6% | -89.5% | -49.0% |
| All | -44.9% | +48.0% | -92.9% | -49.0% |
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