+44.8%
BLK vs AXON
+83.1%
-38.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.1% |
| 7D | +3.7% | +0.8% | +3.0% | +3.6% |
| 30D | +13.9% | -22.8% | +36.7% | +18.2% |
| 3M | +3.9% | -48.8% | +52.7% | +15.0% |
| 6M | +13.0% | -16.3% | +29.3% | +13.3% |
| YTD | +16.1% | -44.5% | +60.6% | +24.0% |
| 1Y | +16.8% | -43.4% | +60.2% | +24.1% |
| 3Y | +97.7% | +44.3% | +53.4% | +53.9% |
| All | +44.8% | +83.1% | -38.3% | -7.4% |
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