-48.1%
AXON vs FDS
+26.9%
-75.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -3.0% |
| 7D | -28.7% | -5.0% | -23.8% | -26.6% |
| 30D | -28.3% | +13.8% | -42.1% | -32.5% |
| 3M | -46.9% | +14.8% | -61.7% | -50.5% |
| 6M | -24.9% | +47.4% | -72.2% | -38.4% |
| YTD | -46.6% | +14.2% | -60.8% | -55.0% |
| All | -48.1% | +26.9% | -75.1% | -56.4% |
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