-45.9%
AXON vs BIYA
-99.9%
+54.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.1% |
| 7D | -28.7% | -7.8% | -20.9% | -28.7% |
| 30D | -28.3% | -38.5% | +10.2% | -28.3% |
| 3M | -46.9% | -59.5% | +12.6% | -46.8% |
| 6M | -24.9% | -89.2% | +64.3% | -25.6% |
| YTD | -46.6% | -97.1% | +50.5% | -47.0% |
| 1Y | -49.7% | -99.0% | +49.3% | -50.7% |
| All | -45.9% | -99.9% | +54.0% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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