-31.8%
AXON vs FDS
-20.8%
-10.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | 0.0% |
| 7D | -2.5% | -5.4% | +2.9% | 0.0% |
| 30D | -11.5% | +1.6% | -13.1% | -12.2% |
| 3M | +7.3% | +17.7% | -10.4% | -0.2% |
| 6M | -11.9% | +29.1% | -41.0% | -21.6% |
| YTD | -11.0% | +1.0% | -12.0% | -19.6% |
| 1Y | -31.8% | -21.6% | -10.1% | -42.9% |
| All | -31.8% | -20.8% | -10.9% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling