+182.3%
AXON vs FDS
-17.4%
+199.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.5% | -0.7% | -2.5% |
| 7D | -14.2% | -1.9% | -12.3% | -13.3% |
| 30D | -15.4% | +9.0% | -24.4% | -18.7% |
| 3M | +0.5% | +18.9% | -18.4% | -7.8% |
| 6M | -9.5% | +35.1% | -44.6% | -22.1% |
| YTD | -9.2% | +5.5% | -14.7% | -13.6% |
| 1Y | -29.4% | -16.8% | -12.6% | -25.9% |
| 3Y | +139.4% | -28.1% | +167.5% | +163.2% |
| All | +182.3% | -17.4% | +199.7% | +198.5% |
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