+65,669.6%
AXON vs SBAC
+1,143.4%
+64,526.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -27.4% | +3.6% | -31.0% | -27.8% |
| 30D | -28.5% | +4.9% | -33.4% | -29.1% |
| 3M | -49.3% | +6.5% | -55.7% | -49.8% |
| 6M | -25.0% | -11.1% | -13.9% | -23.8% |
| YTD | -46.7% | +0.9% | -47.7% | -47.4% |
| 1Y | -48.3% | -1.6% | -46.7% | -48.7% |
| 3Y | +38.8% | -7.0% | +45.8% | +36.8% |
| 5Y | +77.7% | -39.2% | +116.9% | +88.1% |
| 10Y | +1,028.0% | +111.4% | +916.7% | +859.2% |
| All | +65,669.6% | +1,143.4% | +64,526.2% | +42,102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling