+112,002.2%
AXON vs BWA
+1,708.2%
+110,294.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.8% | -6.9% | -5.3% |
| 7D | -14.2% | +5.7% | -19.8% | -16.1% |
| 30D | -15.4% | +1.4% | -16.8% | -15.8% |
| 3M | +0.5% | -12.1% | +12.6% | +5.0% |
| 6M | -9.5% | +28.6% | -38.1% | -20.3% |
| YTD | -9.2% | +51.1% | -60.3% | -27.0% |
| 1Y | -29.4% | +55.9% | -85.3% | -44.3% |
| 3Y | +139.4% | +70.1% | +69.3% | +73.2% |
| 5Y | +178.9% | +90.7% | +88.2% | +85.7% |
| 10Y | +1,840.8% | +154.0% | +1,686.8% | +916.1% |
| All | +112,002.2% | +1,708.2% | +110,294.0% | +22,284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling