+1,304.8%
AXON vs SBAC
+93.8%
+1,211.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.9% | -16.3% | -17.7% |
| 7D | -26.8% | +1.2% | -28.0% | -27.0% |
| 30D | -22.9% | +11.2% | -34.1% | -24.9% |
| 3M | -40.1% | +4.5% | -44.5% | -40.8% |
| 6M | -18.9% | -12.2% | -6.7% | -16.6% |
| YTD | -44.9% | -0.1% | -44.8% | -45.7% |
| 1Y | -46.7% | -0.3% | -46.4% | -47.5% |
| 3Y | +44.3% | -8.7% | +53.1% | +40.9% |
| 5Y | +71.4% | -40.2% | +111.5% | +93.3% |
| All | +1,304.8% | +93.8% | +1,211.1% | +1,532.9% |
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