+1,180.9%
AXON vs EFX
+63.8%
+1,117.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.5% | -2.9% |
| 7D | -28.7% | -2.2% | -26.6% | -27.9% |
| 30D | -28.3% | +29.2% | -57.5% | -36.1% |
| 3M | -46.9% | +3.5% | -50.4% | -47.8% |
| 6M | -24.9% | +7.8% | -32.7% | -27.5% |
| YTD | -46.6% | -12.4% | -34.2% | -44.3% |
| 1Y | -49.7% | -8.2% | -41.4% | -48.5% |
| 3Y | +40.6% | +4.7% | +35.9% | +28.9% |
| 5Y | +71.9% | -32.0% | +103.9% | +84.9% |
| 10Y | +1,180.9% | +69.1% | +1,111.8% | +875.5% |
| All | +1,180.9% | +63.8% | +1,117.0% | +875.5% |
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