-3.5%
BAC vs AXON
-45.9%
+42.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.3% |
| 7D | -1.9% | -25.6% | +23.8% | -0.3% |
| 30D | -7.2% | -23.9% | +16.7% | -5.8% |
| 3M | -20.4% | -50.4% | +30.0% | -17.5% |
| 6M | +1.3% | -20.0% | +21.3% | +1.5% |
| YTD | -6.4% | -44.5% | +38.1% | -4.1% |
| 1Y | -3.5% | -44.9% | +41.4% | -0.9% |
| All | -3.5% | -45.9% | +42.4% | -0.9% |
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