+171.6%
AXON vs BTDR
+26.7%
+144.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -2.1% |
| 7D | -2.5% | +22.4% | -24.9% | -3.7% |
| 30D | -11.5% | +16.5% | -27.9% | -12.6% |
| 3M | +7.3% | -31.5% | +38.8% | +8.9% |
| 6M | -11.9% | +74.0% | -86.0% | -15.9% |
| YTD | -11.0% | +13.0% | -24.0% | -13.2% |
| 1Y | -31.8% | -0.2% | -31.5% | -34.0% |
| 3Y | +135.4% | +9.9% | +125.5% | +118.6% |
| 5Y | +176.9% | +28.1% | +148.7% | +140.1% |
| All | +171.6% | +26.7% | +144.9% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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