+217.6%
BAC vs AXON
+1,058.0%
-840.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.6% |
| 7D | +3.2% | +0.8% | +2.5% | +3.1% |
| 30D | -0.7% | -22.8% | +22.0% | +2.9% |
| 3M | -20.0% | -48.8% | +28.8% | -11.9% |
| 6M | +3.4% | -16.3% | +19.7% | +3.7% |
| YTD | -5.7% | -44.5% | +38.7% | +0.1% |
| 1Y | -1.4% | -43.4% | +42.0% | +4.2% |
| 3Y | +97.9% | +44.3% | +53.7% | +67.5% |
| 5Y | +22.9% | +85.1% | -62.2% | -4.2% |
| All | +217.6% | +1,058.0% | -840.3% | +67.6% |
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