+263.2%
BAC vs AXON
+1,304.2%
-1,041.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -18.2% | +17.5% | +2.2% |
| 7D | -1.2% | -26.8% | +25.7% | +3.5% |
| 30D | -7.7% | -22.9% | +15.2% | -4.1% |
| 3M | -21.2% | -40.1% | +18.9% | -15.4% |
| 6M | -6.8% | -18.9% | +12.0% | -6.2% |
| YTD | -8.7% | -44.9% | +36.2% | -2.8% |
| 1Y | -5.3% | -46.7% | +41.4% | +1.3% |
| 3Y | +87.4% | +44.3% | +43.1% | +58.1% |
| 5Y | +18.9% | +71.4% | -52.5% | -6.4% |
| All | +263.2% | +1,304.2% | -1,041.0% | +75.4% |
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