+70.5%
AXON vs BROS
+10.8%
+59.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.6% | -9.8% | -4.6% |
| 7D | -28.7% | -17.9% | -10.8% | -25.6% |
| 30D | -28.3% | -5.4% | -22.9% | -27.6% |
| 3M | -46.9% | -32.1% | -14.8% | -42.5% |
| 6M | -24.9% | -31.7% | +6.8% | -18.9% |
| YTD | -46.6% | -41.2% | -5.4% | -41.1% |
| 1Y | -49.7% | -32.6% | -17.1% | -46.3% |
| 3Y | +40.6% | +32.7% | +7.9% | +24.2% |
| 5Y | +71.9% | -44.2% | +116.1% | +68.9% |
| All | +70.5% | +10.8% | +59.7% | +57.7% |
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