+8,337.9%
AXON vs FANG
+1,373.6%
+6,964.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -2.5% | -1.7% | -0.8% | -2.2% |
| 30D | -11.5% | +6.8% | -18.2% | -12.6% |
| 3M | +7.3% | +1.3% | +6.0% | +6.4% |
| 6M | -11.9% | +11.8% | -23.8% | -14.8% |
| YTD | -11.0% | +35.1% | -46.1% | -17.4% |
| 1Y | -31.8% | +48.9% | -80.7% | -38.1% |
| 3Y | +135.4% | +42.8% | +92.6% | +111.8% |
| 5Y | +176.9% | +230.3% | -53.4% | +103.9% |
| 10Y | +1,854.5% | +167.0% | +1,687.5% | +1,158.3% |
| All | +8,337.9% | +1,373.6% | +6,964.3% | +4,232.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling