+289.8%
BAC vs AXON
+101,343.3%
-101,053.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.7% |
| 7D | +1.1% | -14.2% | +15.3% | +3.8% |
| 30D | -0.4% | -15.4% | +15.0% | +2.0% |
| 3M | +16.9% | +0.5% | +16.4% | +15.1% |
| 6M | +26.6% | -9.5% | +36.1% | +25.9% |
| YTD | +15.8% | -9.2% | +25.0% | +14.1% |
| 1Y | +27.2% | -29.4% | +56.5% | +30.7% |
| 3Y | +132.4% | +139.4% | -7.0% | +80.9% |
| 5Y | +72.6% | +178.9% | -106.3% | +25.8% |
| 10Y | +389.7% | +1,840.8% | -1,451.1% | +120.6% |
| All | +289.8% | +101,343.3% | -101,053.5% | +7.2% |
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