+255.0%
AXON vs AFRM
-20.4%
+275.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.6% | -3.7% |
| 7D | -14.2% | -7.0% | -7.2% | -12.9% |
| 30D | -15.4% | -7.8% | -7.6% | -14.0% |
| 3M | +0.5% | +5.3% | -4.8% | -0.4% |
| 6M | -9.5% | +42.6% | -52.1% | -15.2% |
| YTD | -9.2% | -2.8% | -6.4% | -9.2% |
| 1Y | -29.4% | -19.3% | -10.1% | -27.6% |
| 3Y | +139.4% | +231.0% | -91.6% | +74.1% |
| 5Y | +178.9% | -22.2% | +201.2% | +115.1% |
| All | +255.0% | -20.4% | +275.4% | +180.2% |
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 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