+1,060.5%
AXON vs BP
+133.4%
+927.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.7% | +4.0% |
| 7D | -25.6% | -0.8% | -24.9% | -25.5% |
| 30D | -23.9% | -3.1% | -20.7% | -23.5% |
| 3M | -50.4% | +6.2% | -56.6% | -51.3% |
| 6M | -20.0% | +4.8% | -24.8% | -21.6% |
| YTD | -44.5% | +35.2% | -79.6% | -49.4% |
| 1Y | -44.9% | +27.4% | -72.3% | -49.1% |
| 3Y | +44.7% | +49.8% | -5.0% | +26.3% |
| 5Y | +86.7% | +109.4% | -22.7% | +43.0% |
| 10Y | +1,060.5% | +135.7% | +924.8% | +813.6% |
| All | +1,060.5% | +133.4% | +927.1% | +813.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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