+1,060.5%
AXON vs BG
+100.9%
+959.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.1% |
| 7D | -25.6% | +3.4% | -29.0% | -26.2% |
| 30D | -23.9% | -3.8% | -20.1% | -23.4% |
| 3M | -50.4% | -9.6% | -40.9% | -49.8% |
| 6M | -20.0% | -19.5% | -0.5% | -17.2% |
| YTD | -44.5% | +14.6% | -59.1% | -47.4% |
| 1Y | -44.9% | +6.6% | -51.5% | -46.9% |
| 3Y | +44.7% | +4.7% | +40.1% | +37.3% |
| 5Y | +86.7% | +22.1% | +64.6% | +62.6% |
| 10Y | +1,060.5% | +109.2% | +951.3% | +615.0% |
| All | +1,060.5% | +100.9% | +959.6% | +615.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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