+163.4%
AXON vs AFRM
-23.4%
+186.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -7.8% | -2.0% | -8.3% |
| 7D | -12.7% | -6.9% | -5.7% | -11.4% |
| 30D | -8.6% | -7.0% | -1.6% | -7.4% |
| 3M | -37.2% | -11.2% | -26.0% | -35.8% |
| 6M | +0.5% | +4.3% | -3.8% | -0.3% |
| YTD | -32.6% | -6.4% | -26.2% | -32.2% |
| 1Y | -40.2% | -2.6% | -37.6% | -40.4% |
| 3Y | +76.1% | +210.6% | -134.5% | +30.5% |
| 5Y | +109.5% | -57.6% | +167.0% | +77.7% |
| All | +163.4% | -23.4% | +186.7% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling