+1,304.8%
AXON vs BB
+23.8%
+1,281.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +4.4% | -22.6% | -19.1% |
| 7D | -26.8% | +3.8% | -30.6% | -27.5% |
| 30D | -22.9% | -0.3% | -22.6% | -23.3% |
| 3M | -40.1% | -0.5% | -39.6% | -40.6% |
| 6M | -18.9% | +45.9% | -64.8% | -26.9% |
| YTD | -44.9% | +130.6% | -175.5% | -55.2% |
| 1Y | -46.7% | +89.2% | -135.9% | -55.0% |
| 3Y | +44.3% | +137.5% | -93.2% | +10.2% |
| 5Y | +71.4% | -20.9% | +92.3% | +57.5% |
| All | +1,304.8% | +23.8% | +1,281.1% | +878.2% |
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