+18.0%
BAC vs AXON
+71.5%
-53.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -18.2% | +17.5% | +1.6% |
| 7D | -1.2% | -26.8% | +25.7% | +2.5% |
| 30D | -7.7% | -22.9% | +15.2% | -4.9% |
| 3M | -21.2% | -40.1% | +18.9% | -16.6% |
| 6M | -6.8% | -18.9% | +12.0% | -6.5% |
| YTD | -8.7% | -44.9% | +36.2% | -3.9% |
| 1Y | -5.3% | -46.7% | +41.4% | +0.1% |
| 3Y | +87.4% | +44.3% | +43.1% | +56.4% |
| All | +18.0% | +71.5% | -53.5% | -12.6% |
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 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