+1,874.2%
AXON vs SBAC
+78.4%
+1,795.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -3.9% |
| 7D | -14.2% | -0.8% | -13.4% | -13.9% |
| 30D | -15.4% | +6.9% | -22.3% | -16.9% |
| 3M | +0.5% | -8.2% | +8.7% | +2.4% |
| 6M | -9.5% | -1.6% | -7.9% | -10.0% |
| YTD | -9.2% | -0.1% | -9.1% | -10.4% |
| 1Y | -29.4% | -0.5% | -28.9% | -30.4% |
| 3Y | +139.4% | -9.1% | +148.5% | +133.8% |
| 5Y | +178.9% | -43.8% | +222.7% | +221.9% |
| All | +1,874.2% | +78.4% | +1,795.8% | +2,027.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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