-44.9%
AXON vs BG
+8.1%
-53.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.5% |
| 7D | -25.6% | +3.4% | -29.0% | -24.9% |
| 30D | -23.9% | -3.8% | -20.1% | -24.4% |
| 3M | -50.4% | -9.6% | -40.9% | -51.7% |
| 6M | -20.0% | -19.5% | -0.5% | -21.8% |
| YTD | -44.5% | +14.6% | -59.1% | -46.5% |
| 1Y | -44.9% | +6.6% | -51.5% | -46.9% |
| All | -44.9% | +8.1% | -53.0% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling