+1,787.9%
AXON vs BRO
+294.2%
+1,493.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -7.0% | -7.3% | +0.3% | -3.0% |
| 30D | -20.1% | -6.9% | -13.2% | -17.0% |
| 3M | +7.4% | +10.7% | -3.2% | +1.3% |
| 6M | -7.4% | -2.7% | -4.7% | -6.8% |
| YTD | -15.6% | -16.3% | +0.7% | -8.0% |
| 1Y | -36.2% | -29.1% | -7.1% | -24.2% |
| 3Y | +124.8% | -7.8% | +132.7% | +121.2% |
| 5Y | +166.6% | +18.7% | +147.8% | +119.7% |
| All | +1,787.9% | +294.2% | +1,493.7% | +603.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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