+1,846.0%
AXON vs FDS
+72.8%
+1,773.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -1.3% |
| 7D | -3.3% | -8.8% | +5.4% | +1.3% |
| 30D | -17.8% | -1.4% | -16.5% | -17.3% |
| 3M | +8.3% | +13.9% | -5.6% | +1.0% |
| 6M | -12.4% | +27.4% | -39.7% | -23.0% |
| YTD | -13.7% | -2.5% | -11.3% | -14.4% |
| 1Y | -33.1% | -23.8% | -9.3% | -25.9% |
| 3Y | +128.2% | -32.5% | +160.7% | +163.2% |
| 5Y | +170.5% | -23.2% | +193.7% | +187.3% |
| 10Y | +1,846.0% | +76.4% | +1,769.6% | +1,304.0% |
| All | +1,846.0% | +72.8% | +1,773.1% | +1,304.0% |
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