+44.3%
AXON vs BAX
-18.0%
+62.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.7% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -22.8% | +4.1% | -26.8% | -23.1% |
| 3M | -48.8% | -4.5% | -44.2% | -48.6% |
| 6M | -16.3% | +49.2% | -65.5% | -17.7% |
| YTD | -44.5% | +35.2% | -79.7% | -45.6% |
| 1Y | -43.4% | +38.3% | -81.7% | -44.6% |
| 3Y | +44.3% | -19.0% | +63.3% | +28.9% |
| All | +44.3% | -18.0% | +62.2% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling