+60,949.0%
AXON vs BG
+940.3%
+60,008.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.0% |
| 7D | -25.6% | +3.4% | -29.0% | -26.5% |
| 30D | -23.9% | -3.8% | -20.1% | -23.2% |
| 3M | -50.4% | -9.6% | -40.9% | -49.3% |
| 6M | -20.0% | -19.5% | -0.5% | -15.7% |
| YTD | -44.5% | +14.6% | -59.1% | -48.5% |
| 1Y | -44.9% | +6.6% | -51.5% | -47.7% |
| 3Y | +44.7% | +4.7% | +40.1% | +33.2% |
| 5Y | +86.7% | +22.1% | +64.6% | +55.8% |
| 10Y | +1,060.5% | +109.2% | +951.3% | +624.5% |
| All | +60,949.0% | +940.3% | +60,008.7% | +28,569.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling