-26.8%
BURL vs AXTX
-92.7%
+65.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.1% | +4.5% | -3.6% |
| 7D | -1.6% | +9.8% | -11.4% | -1.4% |
| 30D | -7.7% | -65.3% | +57.5% | -8.3% |
| 3M | -31.7% | -83.3% | +51.7% | -32.4% |
| 6M | -15.2% | -97.0% | +81.8% | -16.4% |
| All | -26.8% | -92.7% | +65.9% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling