+31.1%
BA vs AXON
+1,616.3%
-1,585.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.8% | +7.3% | -0.2% |
| 7D | -0.1% | -12.7% | +12.6% | +3.1% |
| 30D | -9.1% | -8.6% | -0.5% | -7.3% |
| 3M | -28.2% | -37.2% | +9.1% | -20.6% |
| 6M | -23.1% | +0.5% | -23.6% | -25.3% |
| YTD | -20.6% | -32.6% | +12.1% | -16.0% |
| 1Y | -12.7% | -40.2% | +27.5% | -5.1% |
| 3Y | -11.6% | +76.1% | -87.7% | -33.2% |
| 5Y | -23.1% | +109.5% | -132.6% | -47.7% |
| All | +31.1% | +1,616.3% | -1,585.2% | -43.4% |
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