+172.0%
AXON vs FANG
+232.6%
-60.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -7.0% | +2.9% | -9.9% | -7.3% |
| 30D | -20.1% | +2.6% | -22.7% | -20.3% |
| 3M | +7.4% | +7.6% | -0.1% | +6.2% |
| 6M | -7.4% | +17.3% | -24.7% | -10.1% |
| YTD | -15.6% | +38.7% | -54.3% | -20.6% |
| 1Y | -36.2% | +51.6% | -87.8% | -41.1% |
| 3Y | +124.8% | +50.0% | +74.9% | +104.9% |
| All | +172.0% | +232.6% | -60.6% | +158.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling