+172.0%
AXON vs BG
+81.8%
+90.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.1% |
| 7D | -7.0% | +3.1% | -10.2% | -7.1% |
| 30D | -20.1% | +10.2% | -30.3% | -20.2% |
| 3M | +7.4% | -1.7% | +9.1% | +7.8% |
| 6M | -7.4% | +1.0% | -8.4% | -7.2% |
| YTD | -15.6% | +39.9% | -55.5% | -17.0% |
| 1Y | -36.2% | +53.2% | -89.4% | -37.7% |
| 3Y | +124.8% | +16.3% | +108.6% | +125.6% |
| All | +172.0% | +81.8% | +90.2% | +157.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling