+1,180.9%
AXON vs BWA
+101.5%
+1,079.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.4% | -8.5% | -4.8% |
| 7D | -28.7% | -0.6% | -28.1% | -28.7% |
| 30D | -28.3% | -16.1% | -12.2% | -24.6% |
| 3M | -46.9% | -24.6% | -22.3% | -42.4% |
| 6M | -24.9% | -15.7% | -9.2% | -22.1% |
| YTD | -46.6% | +15.1% | -61.7% | -51.4% |
| 1Y | -49.7% | +15.9% | -65.5% | -54.3% |
| 3Y | +40.6% | +67.1% | -26.5% | +6.8% |
| 5Y | +71.9% | +34.7% | +37.1% | +37.4% |
| 10Y | +1,180.9% | +99.5% | +1,081.3% | +670.4% |
| All | +1,180.9% | +101.5% | +1,079.4% | +670.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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