+44.3%
AXON vs BROS
+25.7%
+18.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.3% | -15.9% | -17.7% |
| 7D | -26.8% | -21.2% | -5.6% | -22.9% |
| 30D | -22.9% | -11.6% | -11.4% | -20.8% |
| 3M | -40.1% | -36.7% | -3.4% | -34.1% |
| 6M | -18.9% | -42.8% | +23.9% | -9.3% |
| YTD | -44.9% | -44.8% | 0.0% | -38.4% |
| 1Y | -46.7% | -36.5% | -10.1% | -42.3% |
| 3Y | +44.3% | +27.0% | +17.4% | +54.3% |
| All | +44.3% | +25.7% | +18.7% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling