+88.4%
AXON vs FANG
+108.7%
-20.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.6% |
| 7D | +0.8% | +4.0% | -3.2% | +0.4% |
| 30D | -22.8% | -5.8% | -17.0% | -22.4% |
| 3M | -48.8% | -6.7% | -42.1% | -48.6% |
| 6M | -16.3% | -6.4% | -9.9% | -16.3% |
| YTD | -44.5% | +25.9% | -70.4% | -47.8% |
| 1Y | -43.4% | +31.1% | -74.5% | -47.3% |
| 3Y | +44.3% | +31.3% | +12.9% | +31.8% |
| All | +88.4% | +108.7% | -20.3% | +61.8% |
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 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