+112,002.2%
AXON vs BB
+69.5%
+111,932.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -14.2% | -5.6% | -8.5% | -13.1% |
| 30D | -15.4% | -11.8% | -3.6% | -13.3% |
| 3M | +0.5% | -25.5% | +26.0% | +5.3% |
| 6M | -9.5% | +121.3% | -130.8% | -24.8% |
| YTD | -9.2% | +103.2% | -112.4% | -23.1% |
| 1Y | -29.4% | +102.6% | -132.0% | -40.6% |
| 3Y | +139.4% | +37.5% | +101.9% | +104.7% |
| 5Y | +178.9% | -30.4% | +209.3% | +165.1% |
| 10Y | +1,840.8% | 0.0% | +1,840.8% | +1,329.7% |
| All | +112,002.2% | +69.5% | +111,932.6% | +67,801.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling