+1,854.5%
AXON vs BB
+3.3%
+1,851.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.4% |
| 7D | -2.5% | +0.5% | -3.0% | -2.6% |
| 30D | -11.5% | -12.4% | +0.9% | -9.1% |
| 3M | +7.3% | -15.3% | +22.6% | +9.6% |
| 6M | -11.9% | +128.8% | -140.7% | -27.9% |
| YTD | -11.0% | +107.7% | -118.7% | -25.5% |
| 1Y | -31.8% | +103.9% | -135.6% | -43.1% |
| 3Y | +135.4% | +72.6% | +62.8% | +92.1% |
| 5Y | +176.9% | -24.3% | +201.1% | +158.1% |
| 10Y | +1,854.5% | +3.1% | +1,851.3% | +1,236.5% |
| All | +1,854.5% | +3.3% | +1,851.2% | +1,236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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