-23.1%
BA vs AXON
+105.6%
-128.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.8% | +7.3% | -0.6% |
| 7D | -0.1% | -12.7% | +12.6% | +2.6% |
| 30D | -9.1% | -8.6% | -0.5% | -7.6% |
| 3M | -28.2% | -37.2% | +9.1% | -21.9% |
| 6M | -23.1% | +0.5% | -23.6% | -24.9% |
| YTD | -20.6% | -32.6% | +12.1% | -16.4% |
| 1Y | -12.7% | -40.2% | +27.5% | -5.8% |
| 3Y | -11.6% | +76.1% | -87.7% | -33.0% |
| 5Y | -23.1% | +109.5% | -132.6% | -57.2% |
| All | -23.1% | +105.6% | -128.7% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling