+88.4%
AXON vs FDS
-23.2%
+111.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | +0.8% | +1.5% | -0.7% | +0.1% |
| 30D | -22.8% | +14.8% | -37.6% | -27.6% |
| 3M | -48.8% | +16.3% | -65.0% | -52.5% |
| 6M | -16.3% | +66.2% | -82.5% | -35.0% |
| YTD | -44.5% | +16.2% | -60.7% | -49.7% |
| 1Y | -43.4% | +21.8% | -65.2% | -50.0% |
| 3Y | +44.3% | -23.9% | +68.1% | +55.7% |
| All | +88.4% | -23.2% | +111.6% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling