+1,060.5%
AXON vs AFL
+340.0%
+720.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.1% |
| 7D | -25.6% | +1.4% | -27.1% | -26.0% |
| 30D | -23.9% | +9.7% | -33.6% | -26.5% |
| 3M | -50.4% | +5.5% | -55.9% | -51.5% |
| 6M | -20.0% | +11.2% | -31.2% | -23.8% |
| YTD | -44.5% | +17.1% | -61.5% | -48.4% |
| 1Y | -44.9% | +14.0% | -58.9% | -48.3% |
| 3Y | +44.7% | +66.3% | -21.5% | +12.9% |
| 5Y | +86.7% | +152.7% | -66.0% | +18.9% |
| 10Y | +1,060.5% | +341.3% | +719.2% | +465.8% |
| All | +1,060.5% | +340.0% | +720.5% | +465.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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