+1,060.5%
AXON vs FDS
+132.8%
+927.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.5% | +2.9% |
| 7D | -25.6% | -2.1% | -23.5% | -24.5% |
| 30D | -23.9% | +16.0% | -39.9% | -29.2% |
| 3M | -50.4% | +18.8% | -69.2% | -54.7% |
| 6M | -20.0% | +54.1% | -74.1% | -36.3% |
| YTD | -44.5% | +17.0% | -61.5% | -49.8% |
| 1Y | -44.9% | +25.5% | -70.4% | -52.1% |
| 3Y | +44.7% | -23.3% | +68.0% | +56.5% |
| 5Y | +86.7% | -22.6% | +109.3% | +98.0% |
| 10Y | +1,060.5% | +130.2% | +930.3% | +727.2% |
| All | +1,060.5% | +132.8% | +927.7% | +727.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling