+1,046.6%
AXON vs BR
+277.7%
+768.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.4% |
| 7D | +0.8% | +1.1% | -0.3% | +0.1% |
| 30D | -22.8% | +14.4% | -37.1% | -28.9% |
| 3M | -48.8% | +12.4% | -61.2% | -52.3% |
| 6M | -16.3% | +35.4% | -51.7% | -30.3% |
| YTD | -44.5% | -12.2% | -32.3% | -40.7% |
| 1Y | -43.4% | -12.7% | -30.7% | -39.4% |
| 3Y | +44.3% | +14.3% | +30.0% | +32.3% |
| 5Y | +85.1% | +19.3% | +65.8% | +62.7% |
| All | +1,046.6% | +277.7% | +768.9% | +545.7% |
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