+24.5%
AXON vs BTSG
+459.6%
-435.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +2.0% | -20.1% | -18.6% |
| 7D | -26.8% | +0.4% | -27.2% | -26.9% |
| 30D | -22.9% | +5.3% | -28.2% | -23.9% |
| 3M | -40.1% | +10.8% | -50.9% | -41.7% |
| 6M | -18.9% | +27.3% | -46.2% | -24.9% |
| YTD | -44.9% | +79.3% | -124.2% | -53.9% |
| 1Y | -46.7% | +106.0% | -152.7% | -57.2% |
| All | +24.5% | +459.6% | -435.1% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling