-48.1%
AXON vs BROS
-34.1%
-14.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.6% | -9.8% | -5.0% |
| 7D | -28.7% | -17.9% | -10.8% | -25.0% |
| 30D | -28.3% | -5.4% | -22.9% | -27.2% |
| 3M | -46.9% | -32.1% | -14.8% | -41.8% |
| 6M | -24.9% | -31.7% | +6.8% | -17.1% |
| YTD | -46.6% | -41.2% | -5.4% | -41.3% |
| All | -48.1% | -34.1% | -14.1% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling