+66,663.0%
AXON vs FDS
+1,849.4%
+64,813.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.2% |
| 7D | -19.7% | -2.6% | -17.1% | -18.5% |
| 30D | -25.7% | +14.1% | -39.8% | -29.7% |
| 3M | -48.8% | +19.8% | -68.6% | -52.8% |
| 6M | -22.0% | +55.0% | -76.9% | -36.0% |
| YTD | -45.9% | +15.9% | -61.8% | -50.1% |
| 1Y | -46.1% | +24.2% | -70.3% | -51.8% |
| 3Y | +40.9% | -24.0% | +64.9% | +51.5% |
| 5Y | +80.2% | -23.3% | +103.6% | +92.1% |
| 10Y | +1,029.9% | +128.0% | +901.9% | +650.0% |
| All | +66,663.0% | +1,849.4% | +64,813.6% | +28,008.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling