-3.1%
BAC vs AXON
-50.5%
+47.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +2.1% | -27.4% | +29.4% | +3.8% |
| 30D | -6.7% | -28.5% | +21.8% | -5.0% |
| 3M | -20.2% | -49.3% | +29.0% | -17.5% |
| 6M | -0.2% | -25.0% | +24.8% | +0.4% |
| YTD | -6.4% | -46.7% | +40.4% | -3.8% |
| 1Y | -3.1% | -48.3% | +45.1% | +1.9% |
| All | -3.1% | -50.5% | +47.4% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling