+112,002.2%
AXON vs SBAC
+1,130.4%
+110,871.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -4.0% |
| 7D | -14.2% | -0.8% | -13.4% | -14.0% |
| 30D | -15.4% | +6.9% | -22.3% | -16.4% |
| 3M | +0.5% | -8.2% | +8.7% | +1.7% |
| 6M | -9.5% | -1.6% | -7.9% | -9.9% |
| YTD | -9.2% | -0.1% | -9.1% | -10.1% |
| 1Y | -29.4% | -0.5% | -28.9% | -30.1% |
| 3Y | +139.4% | -9.1% | +148.5% | +137.0% |
| 5Y | +178.9% | -43.8% | +222.7% | +199.3% |
| 10Y | +1,840.8% | +80.5% | +1,760.3% | +1,593.3% |
| All | +112,002.2% | +1,130.4% | +110,871.7% | +72,031.5% |
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