+1,013.1%
AXON vs BR
+280.9%
+732.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -27.4% | +5.0% | -32.4% | -29.5% |
| 30D | -28.5% | +16.6% | -45.1% | -34.9% |
| 3M | -49.3% | +12.0% | -61.2% | -52.7% |
| 6M | -25.0% | +30.7% | -55.8% | -36.2% |
| YTD | -46.7% | -11.9% | -34.8% | -43.3% |
| 1Y | -48.3% | -11.6% | -36.7% | -45.0% |
| 3Y | +38.8% | +15.0% | +23.8% | +26.8% |
| 5Y | +77.7% | +18.1% | +59.6% | +56.9% |
| All | +1,013.1% | +280.9% | +732.2% | +528.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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