+108.3%
AXON vs AFRM
-27.4%
+135.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.4% |
| 7D | -27.4% | -8.4% | -19.0% | -26.0% |
| 30D | -28.5% | -18.3% | -10.2% | -25.6% |
| 3M | -49.3% | -12.7% | -36.6% | -47.9% |
| 6M | -25.0% | +3.0% | -28.1% | -25.4% |
| YTD | -46.7% | -11.4% | -35.3% | -45.8% |
| 1Y | -48.3% | -13.3% | -34.9% | -47.3% |
| 3Y | +38.8% | +194.0% | -155.2% | +4.6% |
| 5Y | +77.7% | -50.6% | +128.3% | +48.6% |
| All | +108.3% | -27.4% | +135.7% | +67.2% |
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