+44.3%
AXON vs FDS
-23.2%
+67.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -3.7% | -14.5% | -16.6% |
| 7D | -26.8% | -0.5% | -26.3% | -26.4% |
| 30D | -22.9% | +20.2% | -43.1% | -28.3% |
| 3M | -40.1% | +19.9% | -60.0% | -44.4% |
| 6M | -18.9% | +56.2% | -75.0% | -32.2% |
| YTD | -44.9% | +14.6% | -59.4% | -50.3% |
| 1Y | -46.7% | +31.6% | -78.3% | -53.7% |
| 3Y | +44.3% | -23.8% | +68.2% | +43.9% |
| All | +44.3% | -23.2% | +67.5% | +43.9% |
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 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