+1,046.6%
AXON vs EFX
+80.5%
+966.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.4% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | -22.8% | +25.1% | -47.9% | -30.3% |
| 3M | -48.8% | +1.7% | -50.4% | -49.3% |
| 6M | -16.3% | +18.4% | -34.7% | -22.4% |
| YTD | -44.5% | -12.5% | -31.9% | -42.0% |
| 1Y | -43.4% | -8.1% | -35.3% | -42.1% |
| 3Y | +44.3% | +4.8% | +39.5% | +31.9% |
| 5Y | +85.1% | -30.1% | +115.2% | +97.5% |
| All | +1,046.6% | +80.5% | +966.1% | +714.1% |
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