+1,786.0%
AXON vs EFX
+41.8%
+1,744.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | -11.0% | -11.1% | +0.1% | -6.4% |
| 30D | -24.7% | -7.4% | -17.4% | -22.1% |
| 3M | +7.0% | +1.5% | +5.5% | +6.4% |
| 6M | -9.6% | -13.7% | +4.0% | -3.9% |
| YTD | -15.7% | -21.9% | +6.2% | -7.3% |
| 1Y | -35.9% | -30.8% | -5.2% | -26.4% |
| 3Y | +123.0% | -12.4% | +135.4% | +121.6% |
| 5Y | +166.3% | -35.9% | +202.2% | +195.1% |
| All | +1,786.0% | +41.8% | +1,744.2% | +1,482.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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