-46.7%
AXON vs BURL
-7.8%
-38.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.6% | -16.6% | -18.0% |
| 7D | -26.8% | +4.1% | -30.9% | -26.9% |
| 30D | -22.9% | -9.5% | -13.4% | -22.5% |
| 3M | -40.1% | -33.5% | -6.6% | -40.1% |
| 6M | -18.9% | -22.1% | +3.2% | -19.4% |
| YTD | -44.9% | -14.6% | -30.3% | -45.5% |
| 1Y | -46.7% | -8.4% | -38.3% | -47.6% |
| All | -46.7% | -7.8% | -38.9% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling