+23.3%
BA vs AXON
+1,058.0%
-1,034.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.7% |
| 7D | -1.1% | +0.8% | -1.9% | -1.3% |
| 30D | -7.1% | -22.8% | +15.6% | -2.0% |
| 3M | -25.5% | -48.8% | +23.2% | -13.7% |
| 6M | -28.7% | -16.3% | -12.4% | -27.9% |
| YTD | -21.0% | -44.5% | +23.4% | -13.1% |
| 1Y | -11.9% | -43.4% | +31.5% | -3.6% |
| 3Y | -16.2% | +44.3% | -60.4% | -34.0% |
| 5Y | -22.4% | +85.1% | -107.5% | -46.2% |
| All | +23.3% | +1,058.0% | -1,034.6% | -43.0% |
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