+214.8%
B vs AXON
+1,058.0%
-843.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -0.8% |
| 7D | -7.3% | +0.8% | -8.1% | -7.4% |
| 30D | -3.3% | -22.8% | +19.4% | -2.4% |
| 3M | -7.8% | -48.8% | +41.0% | -5.3% |
| 6M | -15.5% | -16.3% | +0.7% | -15.3% |
| YTD | -12.3% | -44.5% | +32.2% | -10.7% |
| 1Y | +5.4% | -43.4% | +48.8% | +7.1% |
| 3Y | +165.5% | +44.3% | +121.3% | +158.6% |
| 5Y | +107.0% | +85.1% | +21.9% | +98.3% |
| All | +214.8% | +1,058.0% | -843.1% | +214.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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