+88.4%
AXON vs BROS
-43.5%
+131.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.5% | -3.8% | +1.1% |
| 7D | +0.8% | +6.3% | -5.5% | -0.9% |
| 30D | -22.8% | -8.3% | -14.4% | -21.4% |
| 3M | -48.8% | -29.8% | -19.0% | -44.4% |
| 6M | -16.3% | -25.8% | +9.5% | -10.9% |
| YTD | -44.5% | -41.4% | -3.1% | -38.2% |
| 1Y | -43.4% | -35.2% | -8.2% | -38.6% |
| 3Y | +44.3% | +32.8% | +11.5% | +24.2% |
| All | +88.4% | -43.5% | +131.9% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling