+124.6%
AXON vs FANG
+45.6%
+79.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.6% | -2.4% |
| 7D | -11.0% | +1.2% | -12.2% | -11.1% |
| 30D | -24.7% | +2.4% | -27.1% | -24.9% |
| 3M | +7.0% | +5.1% | +1.9% | +6.6% |
| 6M | -9.6% | +16.4% | -26.1% | -11.9% |
| YTD | -15.7% | +39.0% | -54.6% | -20.8% |
| 1Y | -35.9% | +50.6% | -86.6% | -41.2% |
| All | +124.6% | +45.6% | +79.0% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 3y: compounded portfolio wealth divided by compounded FANG 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…
3y analysis · Full analysis span regression · 6 months rolling