+207.3%
BAC vs AXON
+61,473.8%
-61,266.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -18.2% | +17.5% | +2.7% |
| 7D | -1.2% | -26.8% | +25.7% | +4.3% |
| 30D | -7.7% | -22.9% | +15.2% | -3.5% |
| 3M | -21.2% | -40.1% | +18.9% | -14.4% |
| 6M | -6.8% | -18.9% | +12.0% | -5.8% |
| YTD | -8.7% | -44.9% | +36.2% | -2.0% |
| 1Y | -5.3% | -46.7% | +41.4% | +2.2% |
| 3Y | +87.4% | +44.3% | +43.1% | +59.2% |
| 5Y | +18.9% | +71.4% | -52.5% | -5.6% |
| 10Y | +273.3% | +1,324.0% | -1,050.7% | +77.2% |
| All | +207.3% | +61,473.8% | -61,266.5% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling