+69.5%
AXON vs BTDR
-44.0%
+113.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -8.6% | +11.4% | +3.2% |
| 7D | +0.8% | -6.9% | +7.7% | +1.1% |
| 30D | -22.8% | -31.5% | +8.8% | -21.3% |
| 3M | -48.8% | -36.1% | -12.7% | -47.7% |
| 6M | -16.3% | -57.6% | +41.3% | -13.0% |
| YTD | -44.5% | -50.0% | +5.6% | -43.3% |
| 1Y | -43.4% | -49.6% | +6.2% | -42.3% |
| 3Y | +44.3% | +48.5% | -4.3% | +39.0% |
| 5Y | +85.1% | -43.8% | +128.9% | +68.8% |
| All | +69.5% | -44.0% | +113.5% | +54.5% |
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