+177.1%
AXON vs BTDR
+23.8%
+153.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.9% | -8.1% | -4.4% |
| 7D | -14.2% | +20.0% | -34.1% | -15.2% |
| 30D | -15.4% | +11.9% | -27.3% | -16.2% |
| 3M | +0.5% | -36.9% | +37.4% | +2.5% |
| 6M | -9.5% | +56.5% | -66.0% | -13.0% |
| YTD | -9.2% | +10.4% | -19.6% | -11.3% |
| 1Y | -29.4% | +3.1% | -32.5% | -31.8% |
| 3Y | +139.4% | -2.6% | +142.0% | +123.0% |
| 5Y | +178.9% | +25.2% | +153.7% | +142.2% |
| All | +177.1% | +23.8% | +153.3% | +141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling