+31.2%
BLK vs AXON
+167.8%
-136.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +0.9% | -1.6% |
| 7D | -2.7% | -3.3% | +0.7% | -2.1% |
| 30D | -4.8% | -17.8% | +13.1% | -1.8% |
| 3M | +6.5% | +8.3% | -1.8% | +3.8% |
| 6M | +13.1% | -12.4% | +25.5% | +13.7% |
| YTD | +1.8% | -13.7% | +15.5% | +1.9% |
| 1Y | -1.0% | -33.1% | +32.1% | +3.5% |
| 3Y | +66.0% | +128.2% | -62.3% | +20.6% |
| 5Y | +31.2% | +170.5% | -139.2% | -18.8% |
| All | +31.2% | +167.8% | -136.5% | -18.8% |
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