+76.4%
AXON vs BURL
+89.8%
-13.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.9% | -6.9% | -9.3% |
| 7D | -12.7% | +3.5% | -16.1% | -13.1% |
| 30D | -8.6% | -9.3% | +0.7% | -7.2% |
| 3M | -37.2% | -32.1% | -5.1% | -33.8% |
| 6M | +0.5% | -19.8% | +20.3% | +2.7% |
| YTD | -32.6% | -13.2% | -19.5% | -32.3% |
| 1Y | -40.2% | -7.8% | -32.3% | -40.8% |
| All | +76.4% | +89.8% | -13.4% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling