+1,060.5%
AXON vs BURL
+254.9%
+805.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.3% | +4.0% |
| 7D | -25.6% | -0.8% | -24.8% | -25.4% |
| 30D | -23.9% | -4.4% | -19.5% | -22.9% |
| 3M | -50.4% | -28.6% | -21.9% | -45.7% |
| 6M | -20.0% | -12.3% | -7.7% | -18.3% |
| YTD | -44.5% | -11.3% | -33.2% | -43.8% |
| 1Y | -44.9% | -10.4% | -34.4% | -44.7% |
| 3Y | +44.7% | +96.1% | -51.3% | +8.4% |
| 5Y | +86.7% | -5.0% | +91.7% | +68.4% |
| 10Y | +1,060.5% | +251.8% | +808.7% | +557.0% |
| All | +1,060.5% | +254.9% | +805.6% | +557.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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