+112,002.2%
AXON vs AFL
+1,069.0%
+110,933.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.8% |
| 7D | -14.2% | +0.6% | -14.8% | -14.4% |
| 30D | -15.4% | -6.2% | -9.2% | -13.3% |
| 3M | +0.5% | +2.2% | -1.7% | -1.1% |
| 6M | -9.5% | +5.3% | -14.8% | -12.2% |
| YTD | -9.2% | +8.0% | -17.2% | -13.3% |
| 1Y | -29.4% | +10.2% | -39.6% | -33.5% |
| 3Y | +139.4% | +67.1% | +72.3% | +84.2% |
| 5Y | +178.9% | +135.6% | +43.3% | +81.5% |
| 10Y | +1,840.8% | +299.4% | +1,541.4% | +844.5% |
| All | +112,002.2% | +1,069.0% | +110,933.1% | +23,642.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling