-11.8%
BA vs AXON
+40.0%
-51.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | 0.0% | -27.4% | +27.4% | +4.3% |
| 30D | -8.9% | -28.5% | +19.5% | -4.9% |
| 3M | -25.5% | -49.3% | +23.7% | -18.4% |
| 6M | -27.0% | -25.0% | -1.9% | -24.8% |
| YTD | -20.1% | -46.7% | +26.6% | -14.1% |
| 1Y | -11.0% | -48.3% | +37.3% | -3.9% |
| 3Y | -11.8% | +38.8% | -50.7% | -21.1% |
| All | -11.8% | +40.0% | -51.8% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling