+94.9%
AXON vs BTSG
+416.6%
-321.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -2.9% |
| 7D | -3.3% | +2.9% | -6.2% | -3.9% |
| 30D | -17.8% | +0.9% | -18.7% | -18.2% |
| 3M | +8.3% | +1.6% | +6.7% | +6.7% |
| 6M | -12.4% | +46.8% | -59.1% | -22.3% |
| YTD | -13.7% | +65.5% | -79.2% | -26.4% |
| 1Y | -33.1% | +136.2% | -169.3% | -48.7% |
| All | +94.9% | +416.6% | -321.6% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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