-20.0%
AXON vs AFL
+12.9%
-32.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.4% |
| 7D | -25.6% | +1.4% | -27.1% | -25.2% |
| 30D | -23.9% | +9.7% | -33.6% | -19.6% |
| 3M | -50.4% | +5.5% | -55.9% | -49.4% |
| 6M | -20.0% | +11.2% | -31.2% | -16.2% |
| All | -20.0% | +12.9% | -32.9% | -16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling