+44.3%
AXON vs BAX
-19.9%
+64.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.5% | -18.7% | -18.2% |
| 7D | -26.8% | +12.1% | -39.0% | -27.6% |
| 30D | -22.9% | +7.6% | -30.5% | -23.5% |
| 3M | -40.1% | -4.5% | -35.6% | -39.9% |
| 6M | -18.9% | +52.0% | -70.9% | -20.4% |
| YTD | -44.9% | +35.1% | -80.0% | -46.1% |
| 1Y | -46.7% | +43.7% | -90.4% | -48.0% |
| 3Y | +44.3% | -20.9% | +65.3% | +27.0% |
| All | +44.3% | -19.9% | +64.3% | +27.0% |
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 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