+115.5%
AXON vs AFRM
-25.1%
+140.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.2% | -16.0% | -17.7% |
| 7D | -26.8% | -7.3% | -19.5% | -25.6% |
| 30D | -22.9% | -9.6% | -13.3% | -21.4% |
| 3M | -40.1% | -11.1% | -29.0% | -38.7% |
| 6M | -18.9% | +3.9% | -22.7% | -19.4% |
| YTD | -44.9% | -8.5% | -36.4% | -44.3% |
| 1Y | -46.7% | +3.3% | -50.0% | -47.4% |
| 3Y | +44.3% | +213.7% | -169.4% | +6.9% |
| 5Y | +71.4% | -58.5% | +129.9% | +46.1% |
| All | +115.5% | -25.1% | +140.5% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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