+1,846.0%
AXON vs BR
+185.2%
+1,660.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -2.9% |
| 7D | -3.3% | -5.0% | +1.7% | -0.3% |
| 30D | -17.8% | -2.5% | -15.4% | -16.6% |
| 3M | +8.3% | +13.5% | -5.2% | +0.6% |
| 6M | -12.4% | -9.4% | -2.9% | -7.2% |
| YTD | -13.7% | -23.3% | +9.6% | -0.3% |
| 1Y | -33.1% | -31.6% | -1.5% | -17.4% |
| 3Y | +128.2% | -5.1% | +133.3% | +134.3% |
| 5Y | +170.5% | +8.2% | +162.3% | +153.7% |
| 10Y | +1,846.0% | +189.8% | +1,656.1% | +1,348.5% |
| All | +1,846.0% | +185.2% | +1,660.8% | +1,348.5% |
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