+77.2%
AXON vs EFX
-31.2%
+108.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -2.2% | -16.0% | -17.1% |
| 7D | -26.8% | +2.7% | -29.5% | -27.7% |
| 30D | -22.9% | +33.1% | -56.0% | -33.0% |
| 3M | -40.1% | +8.2% | -48.3% | -42.4% |
| 6M | -18.9% | +10.2% | -29.0% | -22.8% |
| YTD | -44.9% | -11.8% | -33.1% | -42.6% |
| 1Y | -46.7% | -6.1% | -40.6% | -46.0% |
| 3Y | +44.3% | +7.5% | +36.8% | +24.0% |
| All | +77.2% | -31.2% | +108.4% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling