+38.8%
AXON vs FDS
-24.9%
+63.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -27.4% | -2.0% | -25.4% | -26.5% |
| 30D | -28.5% | +13.5% | -42.0% | -31.9% |
| 3M | -49.3% | +15.2% | -64.4% | -52.2% |
| 6M | -25.0% | +47.0% | -72.1% | -36.0% |
| YTD | -46.7% | +13.9% | -60.6% | -51.8% |
| 1Y | -48.3% | +25.2% | -73.4% | -54.5% |
| 3Y | +38.8% | -25.3% | +64.2% | +37.7% |
| All | +38.8% | -24.9% | +63.8% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling