+73.5%
BA vs AXON
+1,827.7%
-1,754.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +1.8% |
| 7D | +1.2% | -14.2% | +15.3% | +4.7% |
| 30D | -11.6% | -15.4% | +3.8% | -8.7% |
| 3M | -2.4% | +0.5% | -2.9% | -3.9% |
| 6M | -6.6% | -9.5% | +2.9% | -6.6% |
| YTD | -2.2% | -9.2% | +7.0% | -3.4% |
| 1Y | -8.0% | -29.4% | +21.4% | -3.7% |
| 3Y | -5.0% | +139.4% | -144.4% | -32.8% |
| 5Y | -2.7% | +178.9% | -181.6% | -37.6% |
| All | +73.5% | +1,827.7% | -1,754.3% | -27.4% |
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