+71.4%
BAC vs AXON
+179.8%
-108.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.5% |
| 7D | +1.1% | -14.2% | +15.3% | +2.9% |
| 30D | -0.4% | -15.4% | +15.0% | +1.3% |
| 3M | +16.9% | +0.5% | +16.4% | +15.7% |
| 6M | +26.6% | -9.5% | +36.1% | +26.5% |
| YTD | +15.8% | -9.2% | +25.0% | +15.0% |
| 1Y | +27.2% | -29.4% | +56.5% | +30.6% |
| 3Y | +132.4% | +139.4% | -7.0% | +84.6% |
| All | +71.4% | +179.8% | -108.4% | +21.9% |
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 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