-23.5%
BURL vs AXTX
-93.3%
+69.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -16.7% | +15.5% | -1.4% |
| 7D | +5.9% | -48.3% | +54.1% | +5.3% |
| 30D | -8.3% | -74.7% | +66.4% | -9.1% |
| 3M | -31.6% | -83.2% | +51.5% | -32.4% |
| 6M | -16.6% | -97.0% | +80.4% | -17.8% |
| All | -23.5% | -93.3% | +69.9% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 10y: compounded portfolio wealth divided by compounded AXTX 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…
10y analysis · Full analysis span regression · 6 months rolling