+184.2%
AXON vs BROS
+41.2%
+143.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -2.5% | -0.9% | -1.6% | -2.4% |
| 30D | -11.5% | -13.5% | +2.0% | -8.9% |
| 3M | +7.3% | -18.4% | +25.7% | +11.6% |
| 6M | -11.9% | -10.6% | -1.4% | -11.0% |
| YTD | -11.0% | -25.1% | +14.1% | -6.8% |
| 1Y | -31.8% | -28.6% | -3.1% | -28.1% |
| 3Y | +135.4% | +65.6% | +69.8% | +98.3% |
| All | +184.2% | +41.2% | +143.1% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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