+109,776.1%
AXON vs BRO
+1,639.2%
+108,136.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.6% | +0.5% |
| 7D | -2.5% | -5.4% | +2.9% | +0.5% |
| 30D | -11.5% | -4.3% | -7.2% | -9.4% |
| 3M | +7.3% | +17.8% | -10.5% | -2.1% |
| 6M | -11.9% | -6.8% | -5.2% | -9.2% |
| YTD | -11.0% | -13.8% | +2.8% | -4.7% |
| 1Y | -31.8% | -27.8% | -4.0% | -20.2% |
| 3Y | +135.4% | -4.7% | +140.1% | +131.0% |
| 5Y | +176.9% | +20.6% | +156.2% | +135.5% |
| 10Y | +1,854.5% | +293.7% | +1,560.8% | +758.5% |
| All | +109,776.1% | +1,639.2% | +108,136.8% | +30,526.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling