+1,846.0%
AXON vs BG
+160.3%
+1,685.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -3.0% |
| 7D | -3.3% | +0.5% | -3.9% | -3.5% |
| 30D | -17.8% | +10.3% | -28.2% | -19.6% |
| 3M | +8.3% | -1.9% | +10.2% | +8.1% |
| 6M | -12.4% | +5.2% | -17.6% | -14.1% |
| YTD | -13.7% | +41.2% | -54.9% | -21.0% |
| 1Y | -33.1% | +50.5% | -83.6% | -40.1% |
| 3Y | +128.2% | +19.9% | +108.3% | +113.3% |
| 5Y | +170.5% | +86.7% | +83.8% | +111.7% |
| 10Y | +1,846.0% | +167.5% | +1,678.5% | +1,120.0% |
| All | +1,846.0% | +160.3% | +1,685.7% | +1,120.0% |
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