+18.8%
BX vs AXON
+167.8%
-149.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -2.8% |
| 7D | -5.7% | -3.3% | -2.3% | -4.8% |
| 30D | -8.9% | -17.8% | +8.9% | -3.7% |
| 3M | +8.4% | +8.3% | +0.1% | +4.0% |
| 6M | +18.9% | -12.4% | +31.3% | +20.3% |
| YTD | -13.6% | -13.7% | +0.1% | -13.1% |
| 1Y | -22.4% | -33.1% | +10.6% | -16.0% |
| 3Y | +26.0% | +128.2% | -102.2% | -25.2% |
| 5Y | +18.8% | +170.5% | -151.7% | -43.4% |
| All | +18.8% | +167.8% | -149.0% | -43.4% |
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