+76.0%
AXON vs BROS
+3.9%
+72.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.3% | -15.9% | -17.7% |
| 7D | -26.8% | -21.2% | -5.6% | -22.8% |
| 30D | -22.9% | -11.6% | -11.4% | -20.9% |
| 3M | -40.1% | -36.7% | -3.4% | -34.0% |
| 6M | -18.9% | -42.8% | +23.9% | -9.1% |
| YTD | -44.9% | -44.8% | 0.0% | -38.2% |
| 1Y | -46.7% | -36.5% | -10.1% | -42.2% |
| 3Y | +44.3% | +27.0% | +17.4% | +29.0% |
| 5Y | +71.4% | -50.3% | +121.7% | +71.9% |
| All | +76.0% | +3.9% | +72.1% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling