+625.7%
BX vs AXON
+1,027.4%
-401.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.2% |
| 7D | -1.1% | -19.7% | +18.7% | +4.0% |
| 30D | +8.8% | -25.7% | +34.5% | +16.7% |
| 3M | -18.3% | -48.8% | +30.5% | -4.1% |
| 6M | -1.5% | -22.0% | +20.5% | +2.0% |
| YTD | -19.9% | -45.9% | +26.0% | -10.2% |
| 1Y | -14.5% | -46.1% | +31.6% | -4.2% |
| 3Y | +32.3% | +40.9% | -8.6% | +6.6% |
| 5Y | -1.1% | +80.2% | -81.3% | -29.3% |
| All | +625.7% | +1,027.4% | -401.7% | +262.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling